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I played through the game but still not understanding how she ties in to the story.
She is Emily, the daughter of Ernst Foley, the one that was studying the vampires.
I know Lloyd encountered her during the mission where his entire team was slaughtered by the prime walker.
She appears randomly and disappears throughout the game.
At first, I thought it was all in Lloyd's mind, like maybe he wasn't able to save her back then so he has these haunting visions of her, but Harrison mentioned seeing her too, so is she like a ghost or something?
At first, I thought she was a young Monique, but Monique was right there and was killed by Lloyd, so it can't be her.
She is very attached to Lord Hessler as shown in the ending. If you decide to shoot Hessler at the end, she comes in with a bottle of red wine and pours it on Hessler's corpse and he revives.
That's all I know but can't understand why she always appears randomly around Lloyd.