Lily was a Mithra in a common Mithra society. A small settlement, where the Mithra had a society not entirely unlike that of the Viera. She grew up knowing the arts of war, the glory of bloodshed. She knew what it was to feel the warmth of battle's glow.
When she left the settlement to explore, she knew she could never look back. They would never accept her back. But she fell on hard luck. She was out in an arid area, unable to find food, and surely would've starved or been eaten. But a man found her, and offered her something that most people would never get the chance to experience: The power of being a thinking undead, to live outside the need to eat, sleep, or breathe. She was afraid of death. She had no choice, or that's what she believed.
Unfortunately, this was the first step in a long road of suffering for her, when she accepted. Towns would no longer allow her in because of her appearance. She was an abomination, some would say, while others would skip talking and try and stake her on the spot. She was eventually forced to disappear, and so she did, slipping into the desert, where she could feed off of animals and the rare caravan... Only when she needed to. Only when the sun beat down her will, when the hunger was too much to ignore. She refused to be a monster.
It was actually decades before she appeared again, outside Emberstrand. Most people wouldn't even know that she exists. Does she want freedom, to live like she should've lived... or does she want to find an end, where she can be happy for the retribution she would receive? It's hard to tell, as she isn't keen on explaining what she wants in the long term.
What most people think she is, is a warrior wandering the streets, or perhaps some kind of bandit hiding from the law. She skulks around in the shadows, she hides all but her radiantly crimson eyes, and she doesn't talk to many. No one knows where she lives, because she doesn't seem to actually live in the city.