She is a immortal human so depending on your point of view, she may be considered closer to a yokai. She is still human but her immortality and powers make her too different from regular humans. The fan wiki also lists her species as human.
It's a fairly common theme in fan works to have Mokou (or others) question how 'human' she is. Due to the hourai elixer she's incapable of dying, and some might argue that death is an essential part of the human experience.
There's also the old debate about the exact implications of some of her spellcards, to what extent 'possessed by the phoenix' is metaphorical, for example.
Ultimately, it's Touhou so it's really up to you. 'Canon' for most characters is sixteen lines of dialogue and a paragraph in the manual.