How do we handle Ghost Fleet (and infantry in general)?

My go to list for infantry clearing.

Arbiter Hexeris
Mammoth
Razor Worm x2
Extoller Soulward
Tyrant Radeim
Praetorian Ferox
Venator Slingers
Paingiver Beast Handlers

Both the Mammoth, Ferox, and Slingers love black spot. Ferox become mat 8 with the ability to generate 4 attacks on turns they don't charge with black spot. The

Mammoth can get 8 shots if you roll hot. I like to fire off its initial shots at the black spotted unit and then shoot its black spot shots into a heavy. Don't forget that blast damage will trigger black spot as well. This means you don't have to hit the unit directly so you might not have to boost attack rolls depending on what you are shooting.

Slingers are amazing against both sentinels and Immortals. The sentinels want to be base to base if your opponent does this you can punish him by putting continuous corrosion on his units. If he spreads them out their arm isn't high enough without the mini feat to save them. Against the immortals, you will be a pseudo weapon master so without the feat, their armor isn't high enough to save them. With the feat, you can just throw continuous corrosion out and kill a few off on his turn. The best part is corrosion won't trigger vengeance on any of the units.

The only problem with this list is you only have one heavy hitter and he is slow. So I would definitely tool your other lists with that in mind!

The list can handle a couple heavies the Ferox are no slouches either they can wreck a heavy if they are allowed to get the charge off. The slingers are also pow 10 weapon masters against all warjacks and construct warbeasts.  They can plink some damage on and maybe even cripple some systems depending on how the type of jack/beast they are hitting.  But it starts to get a little dicey when there are 4+ heavies on the board.

This is my current build (but admittedly, I haven't returned to him since the buffs):

(Hexeris 2) Lord Arbiter Hexeris [+27]
- Agonizer [6]
- Mammoth [38]
- Titan Gladiator [15]
- Razor Worm [7]
- Cyclops Raider [9]
Paingiver Beast Handlers (max) [7]
Praetorian Karax (max) [11]
Mortitheurge Willbreaker [4]
Extoller Soulward [3]
Swamp Gobbers Bellows Crew [2]

Raider and karax can easily be moved into reivers + UA.

I'm trying not to laugh at your answers for mass cryx infantry ideas x.x;

Zaal2 exhalted list is how you take down Cryx with little effort. Cataphract incindiarii is how you take down normal mass infantry. I'll explain both.

First, exhalted models will not fall easy and are very predatorial against anything ghostly or incorporeal as they ALL have magic weapons. With guardians they gain +2 movement and their attachment can also give them incorporeal so running into movement or placement issues is no longer a problem with exhalted bricks. Since you'll be running 20+ immortals, you can also spare a few to protect Zaal2 if they ever feel like trying an assassination run. Add this to their nasty armor and the only way for Cryx to fight them off is with their construct bonus models, which will never take them down fast enough.

Now the Incindiarii, 6, 3 inch aoes that auto fire whatever is underneath them x.O; next turn, every model that the fire doesn't go out on takes an auto 12+dice roll against their armor, generally killing every infantry unit that doesn't have boxes. tbh, even menoth is jealous of them since their bounce range and radius beats out their cleanser sprays, and blast damage does not have a defensive roll.

These two tactics are staples against mass infantry of any type and can only be held down by girded or quick, powerful units. Dig in is a little annoying against the Incindiarii, but generally those types of units are only fodder for melee when they need to constantly use the dig in command. I can remember a few times when drifting incindiarii rounds wiped out almost 2 cygnar gunlines in a single turn and left them crippled and begging for mercy x.x Just shot over the trenchers and lit them on fire, armor 14-15 with 1 box? almost auto dead the next round.

Definitely don't play Hexeris1, & please continue to believe the groupthink that he's a terrible Caster. His feat definitely does not completely hose most infantry lists that Cryx loves to play. Parasite is totally not enough of an answer to heavy armor that the meta loves so much, it's just mediocre. You should just ignore this guy's existence and focus on playing actual good Skorne casters like Zaal2. Deneghra1's Ghost Fleet definitely struggles to assassinate a 10/18 Warlock that gets dropped to 8/13 on Feat turn with a parasite and a pile of guns with long threat ranges that ignore LoS, & Zaal2 is definitely equip to deal with The Withering & Crippling Grasp.

The reverse psychology trick might have worked on me here, but I've considered Hexy1 for countering infantry for a while.

I haven't gotten a lot of games in with him yet, but the time I'd tried to run double Brigands with him was a flop. I blame my inexperience, and that I hadn't bothered bringing a unit to Death March; when a unit of Nyss with Defender's Ward and Star-Crossed came my way I had no decent way to unjam. Those I did kill on my feat couldn't kill other Nyss, which was funny but also disappointing.

That said, I think there's something to the feat against dudespam. Though pricey, an occasional Obliteration also can't hurt.

My meta insists on running a ton of heavies, making my practice games with casters focused on infantry removal a bit of a pain. Perhaps because of this he is my best answer.

Have you actually played against Deneghra1 Ghost Fleet? Typical Ghost Fleet builds only bring Blackbane's, & the free Pistol Wraiths, and maybe a couple Machine Wraiths spending usually only 17-21 points on Incorporeal. The vast majority of the list are non-Incorporeal recursive Pirates. You gain 5 armor the turn you're not on guard? You need to be on guard every turn. Deneghra1 Ghost Fleet's assassination run is brutal if you don't have Stealth or a similar mechanic, and it's live every turn of the game because she has Parasite, Scourge (which she won't need vs a Def 10 caster), and a mountain of Ghost Shot guns that are constantly recurring themselves back. Immortals are going to decimate Deneghra1? How are they going to do that when The Withering makes them all speed 2 no running, no charging? On feat turn they threat 4", 7" if they give you vengeance. I don't even need to charge Immortals to kill them, their defense is low enough that even in a Krea Aura I can just shoot them to death. Is it your feat turn, if so I'll counter feat & time walk you. If not I'll Crippling Grasp your Immortal unit back down to 11/17 under a Krea aura, or Parasite you to 11/14 outside of it. Revenants can easily just shoot that down let alone if they get the alpha charge off on you. I might not even need to throw an arc node away to get CG on an immortal unit. CG is range 8. A max range CG on an Immortal unit reduces their charge range to 7". You can't even reach my Arc Node to retaliate with the unit I tagged as long as I don't give you a vengeance move that turn.

The OP specified his issue was with the Deneghra run fleet. Sure Zaal2 might be able to run all over Skarre1 double Wraith Engines, but that's not what OP is struggling against here. Against Deneghra1 Zaal2 is going to struggle to stay alive, he's going to struggle to be relevant on scenario, & his list that relies on armor stacking is going to crumble under multiple armor Debuffs that are applied every turn of the game. As someone who plays a ton of Deneghra1 Ghost Fleet, lists like Zaal2 all of the Immortals are what I windmill slam Deneghra1 into, because unless I misplay hard, your only avenue to victory is to murder Deneghra, which is unlikely with a melee centric list.