Azra is the head of the settlement that surrounds an ancient pit, Inferiae.
Warning: This section may contain spoilers for the game.
Azra was born in Maadoran long before the course of the game. In her early life, she lived with her parents in squalor, in district that according to her is "filled to the brim with people, like an overused latrine that hasn’t been cleaned in a while." Possibly in The Slums. Her family and a mass of others were then rounded up and sent off to the desert by the noble houses, in an event dubbed as The First Exodus. The noble houses reasoned it was an opportunity to reclaim the unknown land, but in actuality they were cleaning up the city from its unpleasantries. Most of the people who left the city died, but Azra survived, and according to her it shaped her rugged individualism and her scorn of hope. During this time, she learned Alchemy from the desert nomads she ventured with. After years of nomadic life in the desert, Azra eventually found Inferiae and stayed there with her flock.
She returned later to Maadoran to see the city where she was born. There, she fell in love with a lowborn soldier. Azra put her talents on alchemy to fast track the career of her love by ruining the career and life of other soldiers: killed them with poison, made them hallucinated and committed murder, blinded them, and broke their minds. The soldier rose through the ranks swiftly to hold the position of centurion, and eventually legatus. However as a legatus he lost a town and most of his men in battle. He was sent to Maadoran in chains and confessed Azra's doing. Guards were sent to find Azra, but no one could find her. A week after the capture, it is said that Azra visited the soldier, uttered a few words, blew a kiss, and left him as he choked to death.
Azra left Maadoran to return to the desert for good. She explored it the way someone explores their domain, using the nomads' tales as her guide. She eventually learned of and found Dead River settlement and The Temple. She raised the sarcophagus but decided to leave it alone. Then she returned to Inferiae to look after her flock. She calls her settlement her 'garden' and the people bothering it as 'weeds'. There she leads the settlement, still using alchemy to get rid of the 'weeds'.
You will be taken to meet Azra in your first to Inferiae. You will have a dialogue with her, which depending on your choice, may result in you being taken by the villagers to be thrown into the pit as a sacrifice or be allowed to walk out the settlement. After you have done the quest involving the settlement, Azra will not be able to offer further dialogue. This is because Azra is written to show the player that someone else has visited The Temple before the player.  If you decided to trigger the defense mechanism in Inferiae Tower, Azra would be decimated along with other settlers in Inferiae.
- The timeline of the events are clarified by the developer in this thread: https://steamcommunity.com/app/230070/discussions/0/2579854400740982121/#c2579854400743681132