Nathan's first wife?

Not much is known about her as she was barely mentioned throughout the whole series, only dribs and drabs. I think the writers are hoping for another series so as to flesh out the facts and knowledge of this whole fictional world.

I was wondering about her on watching the final episode. If she was dead, why didn't his son have her with him on the other side.

Generally in ghost stories someone who has already passed onto "heaven" can't haunt. Only those who are trapped on earth because they have unfinished business can interact with each other and the living. So Gabriel perhaps needed someone else who was trapped to guide him.
Either his mother is on the "other side" or is alive.
Given Nathan's profession, it could be that his mother is insane and a former patient. So she's maybe in an asylum. As for the final scene, she could be the wife he apparently murdered.
We don't know if Lara's mother killed herself at the house. They sold it when she was a baby and her mother died when she was 3 months old. Could be that she tried to break the cycle but it cost her life, just as it would for Lara years later.
Not all of the haunting scenes have been explained yet. Like whomever visited Nathan's mother on her deathbed or what the murdered midwife was specifically doing and talking about when she visited Charlotte that night.
It's been left with enough loose ends to make it possible to elaborate a huge amount on what we saw in this series, while still giving enough detail to be satisfactorily tied up if they end it. As everything that happened could be explained by what we do know.

The final episode raised the possibility of murder...

"Active but Odd"