"Nyx" is a name the party overheard from Death Eaters in the frozen north. One of them mentioned that "Nyx was injured" during the encounter, suggesting she was present—possibly as the imposter who had been disguised as Oleg Mirnov.
The party suspects Nyx may be a shapeshifter or infiltrator working with Bellatrix's Children, but they have never seen her true face or learned anything definitive about her identity.
Story
In Session 13 - The Cabin in the Woods, the party heard Nyx's name again when Fredrickson reported that she and Morgana had taken Callum's parents from a cabin near Lochinver days before.