Enigma

Enigma is an "official" (though not canonical) name for the mysterious entity which to Agatha at the beginning of the story. The name is printed on a card in The Works Strategy Card Game; it has remained apt so far.

The enitity has a feminine mouth and lower face but no visible nose. Long, thick, beaded strands with curled ends fall like hair from under the hood which shrouds the upper face and eyes, which appear to glow. It extends a mechanical claw like a human hand from the thick robe draping its left shoulder and arm. We see very similar claws later on: in Theopholous DuMedd's (fictional, though possibly prescient) story "The Dragon from Mars" has one, and one  in Lady Vrin's (presumed factual, if limited) story of the Other War. It speaks the words "[l]ike that?!" in a voice which resembles the voice of Tinka or Anevka Sturmvoraus when distressed; i.e., with square bits coming off the speech balloon. The picture in The Works is colored in monochromatic blue, similar to the Bangladesh DuPree reported in her phenomena log (but perhaps even more so as some "flash-concurrent" frames are colored — it may just be an inaccuracy in the color saturation of that page), as would be expected from the similar thick-framed angular shape and electric discharge sound of the portals. The leading theory of identity posits the Other, and there is some resemblance to the personality of Lucrezia Mongfish which now possesses the body of Anevka Sturmvoraus, but in the end there is simply too little data to definitely rule out even Agatha Heterodyne herself, let alone yet-to-be-revealed characters.

The Works
She is a Mysterious Entity.