congratulations to the people who worked out the identity of the sellsword
Rhaena Branfield’s body was never found because she escaped the Sack of Kinshall with the aid of Grennan Gaunt. The man got her to a ship bound for Essos, and the girl grew up in a harsh environment, eventually becoming a sellsword, but scarred herself to remind her of her beginnings.
When she hears Malcolm is in service to Daenerys, she finds him in a tavern and beats him in a fight, holding him at spear point and only revealing her identity once she has him defenceless. She believes he abandoned her and didn’t even bother to look for her despite the fact her body was missing, but the two eventually reconcile.