Does the plague worship the entity?
The incense burner she is carrying looks like it has been modeled after the entity's claws/spikes so maby she worships it and that's why this chapter is called demise of the faithful, idk I just find that incense burners design to be similar of that of the entity. I think in a stream the devs did say that there are cults that worship the entity so its not impossible.
Edit: just realized someone posts a thing like this before me
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Well maybe since this killer is coming from an earlier time, then it will make since to introduce her as the person that worships the entity. Lore wise she could be the first killer that was captured.