What are some possible forms the dark matter in the halo of the Milky Way might be in?

We don't yet know enough about dark matter - or even if it really exists - to be able to speculate on what "form", if any, it might take.

You have to remember that "dark matter" is entirely theoretical, based on the supposed fact that the Milky Way doesn't have enough mass to keep it together, and that therefore there must be additional matter that we can't see - "dark" matter - to keep it all together. We've never detected any, nor do we know if we CAN detect any.