The Skull Lord is a monster that chases Pebble and seems to have minions (in Path of Exile it sends a zombie sheep and a skeleton to attack an unknown warrior and both die, but the monsters seen later in the series perfectly alive). S seems to have an interest in killing it, and he and Pebble seem to fight it later in the series (as evidenced when they talk about it briefly in the Tomb of the Forgotten King). It is a Quest Monster according to S.
It is a skeleton that rides on top of a zombie sheep, and has enchanted arrows that give some form of debuff (possibly Wither) and a wooden bow. The arrows are made out of obsidian and have gray-green wood shafts.