Japanese can accept it pronounced with Japanese sounds. So I think ハッピーゴースト is the best.

I would say your Japanese translation "幸せな幽霊" sounds quite accurate. The possible situation would be like a person and a ghost talking to each other and a person says to the ghost; Person A: You are such a happy ghost, aren't you? Ghost: Yeah, because I have a good friend like you and I have a place to stay. I have nothing to worry about. Right? I think you could also say "ハッピーな幽霊"

It's difficult because there isn't any adequate word in Japanese. You can say 幸せを運ぶ幽霊. It means the ghost which bring happiness.

幸福幽霊