To capture both ghost's you must be in ghost room before hunt starts. As soon as, you see 'Hunting' or 'Fuck Time' text (depending on language) you have 5 secs to capture Kupper and 3 to capture Bloody Mariam before they go on a hunt. You will find them in a generic modela and will not move for that time.
In v.0.6, I have made it so that you can catch Kupper or Countlanak if you failed to catch them at initial stage. You will need a incense stick for the job. For Kupper, place two candle 2m (in game unit, characters height is 1.8m) apart and and lure a ghost there. Once it's near the first candle burn an incense by standing in between both candles. If done correctly it should be captured. For Countlanak, use incense when she is chasing you on a hunt. If used correctly she will stop for 2 seconds, where you can strike her with the dagger.