Canoness-Errant Setheno
Canoness-Errant Setheno, also known as "the Gorgon" (subtle, GW, real subtle.) was the fourteenth and last Canoness of the Order of the Piercing Thorn, an Order Militant of the Adepta Sororitas. Despite the fact that her order was wiped out (by her own hand, no less), she still roams the galaxy kicking ass and taking names in the God-Emperor's name.
The Fall of the Order of the Piercing Thorn
Very little is known about her before the events that befell her order. Once a very prestigious and powerful order, the Piercing Thorn claimed many victories over the enemies of Man. Leading the Order, Setheno quickly gained a reputation for awe-inspiring tenacity and bravery in battle, and some even claimed she would become the next Abbess of the Convent Prioris on Terra (making her a High Lord Lady of Terra).
And that's when the shit hit the fan. No one knows what happened for sure, but the rumor is that she discovered some sort of taint in her order, and flipped the hell out. Demanding the immediate destruction of her Order, she gathered as many Sisters of Battle from other Orders as she could find and personally annihilated the Piercing Thorn, leaving nothing behind. Every sister was slaughtered, every vehicle demolished, the Order's fortress was bombed and burnt to the ground, and the land was salted. The Piercing Thorn was no more, and Setheno became its only survivor. Considering other Orders were involved and the Inquisition doubtless wouldn't have stood around without poking their noses in, we can assume that she was right and this needed to be done (by Imperial standards, anyway).
After that happy little incident, she refused to join another order, taking the title of Canoness-Errant, a position that she basically made up, but after what she had done, no one was going to argue with it. While she doesn't technically have any real authority, her force of personality and the various dark rumors that follow in her wake usually allow her to get her way.
Setheno Around the Galaxy
One of Setheno's earliest duties was on Mistral, a planet being riven by the political intrigue between the ruling Cardinal, the nobles he was slowly bringing down, and the rising heretical rebels taking advantage of the situation. This brought her into contact with a very young Commissar Yarrick, whom she established if not a friendship then a respected working relationship with. Both were affected by a daemon they both fought, Yarrick with the burden of duty and grim visions of the future and Setheno with uncompromising clarity (note, not necessarily a good thing).
Canoness-Errant Setheno has been very active since the destruction of her Order. Most notably, she has been to Armageddon multiple times, becoming acquaintances with Commissar Yarrick during the Second War for Armageddon. She has also been known for intimidating both a Space Marine chapter and an Inquisitor into following her orders, despite the fact that either of them have way more authority than a single Canoness. The Inquisitor eventually got fed up with her (not coincidentally falling to Tzeentch at the same time), and took a power sword to the groin for his troubles. If there's any lesson to be learned from her story, it's that there's nothing you can't do if you have a reputation for murdering your co-workers en masse.
Post-Gathering storm, she aided the Grey Knights in thwarting a series of Emperor's Children plots and Deamonic Incursions.