According to Levi's research, the Book of the Undead could seal any transcendent creature with a spirit-type body.
Blood Lady was an undead spirit from Hell, so there was no problem.
As for the Mind Flayers, although they were demons, they did not have a physical body. They were spiritual creatures of a higher level than ordinary specters, so they needed to stay in other people's bodies all the time. In theory, they could also be sealed inside.
It was the same for Phoenix. This guy was a ball of fire element, but it was a fire element with 'liveliness' and 'spirituality'. It was also a higher-level 'specter'.
Of course, these were all Levi's guesses. Whether or not the Mind Flayers and Phoenix could enter would have to wait until he refined the Book of the Undead.
If it was possible, the Book of the Undead should be able to seal six level 4 artifact spirits.