The only issue I can see with carrying around a pocket undead is that Lauto has a pretty strong presence in Daunton, and his priests have strong feelings about the undead.
There's a way around that, though. I have a half-baked adventure idea that revolves around legitimate, officially sanctioned undead in the Valley of Bone, who have a deal with Lauto's priests. It's a pretty simple deal: they give Lauto's temples a lot of money, and Lauto agrees to defer his claim on their souls. After all, they won't actually live forever; sooner or later their bodies will fall apart or someone will step on their phylactery or they'll cheat the wrong adventuring party, and Lauto will still get his due. And if they ever annoy Lauto too much, he can simply refund their money. And kill them.
I had it in my head that the fees for high-functioning undead, like liches or vampires, would be significantly higher than for, say, mindless zombies. I imagine we could say that your PDA was either something really cheap that you picked up years ago (and so doesn't take any of your starting wealth), or an heirloom; all that's left of what used to be a more powerful undead shaman, to whom the years have been particularly unkind.
Or you could have it be unsanctioned, and take your chances with Lauto's priests. That could be amusing, too.