She is a Zeti and a member of the Deadly Six. Dr. Eggman forced Zeena and her teammates to serve him after discovering the Lost Hex, but their servitude was ended when Sigma destroyed the Cacophonic Conch. Thus liberated, the Deadly Six forced Eggman and his forcibly recruited partner Dr. Wily to serve Sigma's interests, which included equipping them with power-enhancing armor.
After Sigma announced his intention to conquer the multiverse using his Unity Engines, the Deadly Six double-crossed him and attempted to control the Maverick tyrant with their power, but then… Zeena had discovered you snooping around, her eyes widening into crashed-psychotic loving eyes!
”Oooh!! A snoopy-snooper! Aren’t you just a handsome and cutie-patootie! My my… what does a gal’ like me have to do to get your name~?”
Zeena said with such a flirtatious tone of voice, her hand gently holding your arm, her huge and almost impossibly gigantic breasts squishing up against your arm.