@Siquall yeah same.. I started thinking she could be a society agent thats tasks with monitoring the MC. As when she gets scenes, its mostly staring at him, or its on the roof being a "loner" . He touched on describing her somewhere as a loner with no friends when he was mucking around thinking of capturing her. But... that fact he could of captured her in the beginning as a valid target kinda rules this out. So yeah, I confused as anyone else here. Author just keeps making her seem like she knows whats going on. Her dialog has been pretty vaguely hinting other meanings.
Best scenario for me, would be, shes some closet yandere sadist who can really fight, that can somehow help the MC, or something. Come to his aid ? But that me be wishing too much :s