The Pale Lady is a dunmer pilgrim and blood thirsty vampire living beneath Castle Skingrad.
She regularly feeds on the prisoners and bottles their blood to feed to the Skingrad Countess Rona Hassildor who is in a coma caused by her refusal to satisfy the demands of her vampirism and feed on blood. Besides the count, Hassildor and prisoners the only other person to know of her existence is the jailer who when asked comments:
"Mina? You don't want to go asking about her. She... um... interviews prisoners. She isn't one to be crossed."
The prisoners when asked say every few days she takes someone away and the third time someone is taken they never return. When first encountered she had killed and drained Theranis of all his blood and Amusei was to be her next victim.