For the Despair:
I like it, although maybe the 'arms' could use some 'strengthening', either with cables, tubes or just thickening them. Maybe make the hardpoints medium for a bit of umph, or ad a small hardpoint between the bumps in front. Also maybe move the front turrets back a bit, so the front can look more rounded, organic and disturbing.
Spoiler
Also you could possibly make the region between the frontal bumps more 'feminine' for additional creepiness.
For the Lillith:
Possible name change to Incubus, Adonis or Narcissus? It's a hell of a beautiful ship - the back looks gorgeous. Replacing the 'head' with a large hardpoint would be a good balance wise, especially if this is going to be a phase ship. Just give it a bit of a 'neck', which ends in a mechanical hardpoint. The shading looks weird at the edges of the 'wings; of the ship, but because it's a phase ship the look is actually really good, like the edges don't properly exist in space and looks wrong. As for the bridge...
Spoiler
For added squick, maybe something like this, where the bridge goes either onto or into the rear section? Or maybe even under the rear section? It'll make the bridge feel more integrated, while at the same time adding to the disturbing look of it.
For the Baphomet:
No real comment, you're already fixing what's wrong with it, and it's a alluring ship.
For the Cocytus:
The rear bridge needs some greebling / shading / texturing; it seems pointlessly round when it could use some ribbing. Also the major rear 'organ' section needs more shading on the edges to make it more 'round', right now it looks very flat, like it's disk shaped rather than a round organ. Also wouldn't mind seeing some of the small organic greebling on the right hand 'machine' part to look like it's growing on and above the hard, solid metal section to break up the lines.