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You may be looking for the god Zephyrus.

Zed, also known as Zephyr, was a prisoner at Thinktwice prison. She shared a cell with Majenta Pryce. The two of them were once close. This changed once Majenta escaped. (COMIC: Thinktwice)

Zed was picked up by Intersol enemies of Majenta. Zed became a warrior for them. Once they had caught Majenta, Zed found her as she tried to escape. She attacked Majenta under a mask. Zed took of the mask and then aimed her gun at Majenta and fired, but missed. Zed went on to help the Doctor and Majenta until Majenta was turned into a member of the Crimson Hand again. Soon after, Majenta betrayed the Hand, using the Manus Maleficus to destroy them. Unfortunately, the effort seemed to kill her. However, the Tenth Doctor used the Manus to save her life, sending her and Zed to an artificial world created by his mind. (COMIC: The Crimson Hand)