Banshees are lethal. That wail sounds off and half the party drops to 0hp or flees in terror. Everyone else has to scramble to protect/rescue their fallen comrades from an incorporeal undead monster and her bodyguards. Brutal.
I used a Banshee once on a party of 4. Three PCs dropped to 0 and the barbarian couldn't handle her alone and save the other PCs. He did get lucky with his rolls and drive her off, but not in time. One of the other PCs failed 3 death saves while he was fighting.
Bugbears can be encountered at level 1. Most PCs have a passive perception of 12 or less. The bugbear has a +6 on Stealth, so much of the time it can sneak up on the party and land a blow - for 2d8+2d6+2 with advantage - an average of 18, when it isn't a crit which happens nearly 10% of the time. The bugbear in LMoP almost always gets a kill when I run that adventure. I've also had a single bugbear TPK an entire party by killing their guard and then sequentially killing all the helpless sleeping PCs (We negated it and called it a bad dream - they were level 1).
Pixies are generally not violent, but they can kill PCs easily at low levels with Polymorph, Phantasmal Force, Sleep and Entangle. More than a few PCs that have angered a Druid, or a Fey Creature that has Pixie followers, have had very bad last days.
Jackalwere - CR 1/2 and IMMUNE to nonmagical weapons. PCs that are unaware of this can waste a few turns trying to take it down with damage while it eliminates the spellcasters. When one sneaks up on a camp and puts the lone guard to sleep with a gaze.... 2 Jackalweres and 4 Jackals are not Deadly encounters per the rules of the DMG guidance - but man, they can really do a group in if they take out the spellcasters first.
I personally do not like monsters that can wipe out a party with one ability. I much prefer monsters that will do it with a bit of time so that the tension will rise. In a fight with a beholder the fight was long and most melee attack would not reach the beholder and ranged attacks had been almost nullified as the beholder succeeded in disentagrating the only bow of the group! The were using stones and thrown daggers as the beholder was keeping a good eye on the ranged casters! That single fight was epic, yet the group were supposed to easily win the fight according to CR calculations. They are still wary of beholder and flameskulls even today.
On its own, it's a Medium difficulty challenge 4 x 5th level PCs. Not even Hard (let alone Deadly).
''A medium encounter usually has one or two scary moments for the players, but the characters should emerge victorious with no casualties. One or more of them might need to use healing resources.''
And it only uses up 2,900xp of that single Long Rests 14,000xp worth of encounters that group is expected to handle that day (Meaning they would need to 5 separate encounters with Blue Slaads in between Long rests before filling their encounter budget for the day).