The shaheed's CAN help their family when the family is in bad times. They can either make dua directly to ALLAH or otherwise if they are close to a WALI-ALLAH ,they will make them "waseela" and take their help to get the stamp on the dua so it doesnt get rejected.
The spirit of shaheed can move around and go to places on orders of ALLAH.
There's no such thing as "Waseela". Its all pre-destined. Way I see things (and I'm no Aalim), ISLAM is the only religion, where you do not need any Waseela.. Its just you and your LORD. No one else. As soon as you fall into this "Waseela" thing, you tend to divert from the real truth, which is, NO ONE can get you anything by any means, except what ALLAH wishes.
I do not wish to open a whole new topic of this "Waseela" and how certain people, from certain sects of a religion think this life is ALL about a Waseela. Just because of the Waseela thing, we've come to a point, where people goto Mazaars and people ask from "DEAD" to ask Allah for certain thing. This is straight shirk ( in my opinion and many Ulama teaches that too) and shirk is one of the Major sin.
I'm not too sure about your "Spirit of Shaheed can move around part". Their work in this world is done. They accomplished what they came for. Also, YOU and I do not know who's "SHAHEED" and who's not. No one knows, but Allah and HIS messenger.
Allah s.w.t knows best :)