Lady Alexandra appears in Deep Secret.
The late Emperor of the Koryfonic Empire, Timos IX, had a passion for categorizing things. Among the things he categorized were his wives, who were divided into True Wives, High Ladies, and Lesser Consorts. The High Lady Alexandra had survived the bomb blast that killed Timos and all the other royal wives, along with the elite guard, and all the government notables. This happened because she had been in the toilet when the bomb went off. She is one of the three most important survivors of the bomb, the others being General Dakros and Junior Mage Jeffros, despite only being a High Lady, as the bomb killed all the most important people in the Empire.
Magid Rupert Venables meets her when he is called to the imperial capital to help the acting regent, General Dakros, discover the whereabouts of the heirs to the imperial throne, which is not an easy task, since the identities of all royal children are hidden from everyone, including those royal children, until such time as they are called to succeed to the throne. Not a good system, but the one they were dealing with.
Lady Alexandra is very beautiful, but not just a pretty face. She is able to think quickly and act effectively in a crisis, and she is a great help to General Dakros. At various points in the search for the heirs, she is the one who comes through at the crucial moment. She is the one who finally works out who Knarros is. She seems like a pretty great lady.