Lessie
Lessie is a resident of the Roughs and is married to Waxillium Ladrian.
While hunting Bloody Tan in his lair in the town of Feltrel, Lessie and Wax split up. Bloody Tan takes Lessie hostage and uses her as a human shield. When Wax attempts to shoot him, Bloody Tan pulls Lessie into the path of the bullet. It strikes her in the head, killing her instantly.[1]
Post-killing
Years after Lessie died, Wax continued to see Bloody Tan in the streets of Elendel. It is soon discovered that Tan is a kandra named Paalm wearing his bones. After killing Paalm, Wax finds out that Paalm was actually Lessie front the very beginning, sent to protect Wax.
Spoiler Warning
The following link contains major spoilers for the whole of Shadows of Self. Please be very sure you have either read the book or are happy to be spoiled on some major points of the story.