The High Priestess is a stock character who regularly appears in Heterodyne stories. The comic proper has never said much about her, but according to the Girl Genius Complete List of Absolutely Everybody, while Bill always ends up with Lucrezia, Barry gets paired off with this exotic soubrette, who is not literally the same character in every play, but is typically some important muckety muck of whatever Mysterious Lost Civilization the Brothers are currently dealing heroically with. (It's been explicitly in-comic that the idea of a male Europan adventurer hooking up thusly with a barbarian queen-type ruler crops up quite a lot.)
The Priestess has been depicted "in person" twice in the comic to date, once as a second-hand, and once as a gas-induced . In both cases, she is dark-skinned and wearing a rather skimpy and jewelry-adorned outfit.
She appears in some capacity in both Race to the West Pole and (evidently) The Socket Wench of Prague. In the latter play, the scantily-clad character in question concludes the proceedings in possession of a large wrench.
Zeetha that in Skifander (incidentally, the specific "barbarian" land whose queen Klaus married), the highest class of priestesses is known as the Yajeena, who have four arms. However, all of the real Yajeena were killed in the time of Zeetha's grandmother, and the means of creating new ones was lost, so in her lifetime the role has been filled by priestesses with merely prosthetic arms.
But as Lady Ariadne Steelgarter is apparently one of these elite priestesses, and as (if so — evidently) she is the last one surviving, she would in fact be the rightful high priestess of Skifander.
Depictions of the High Priestess
While performing with Master Payne's Circus of Adventure, the very pink and blonde-haired leading lady Pix to play the High Priestess, rather than Lucrezia. She the part in of the above plays as staged by the Circus in Zumzum and Sturmhalten, respectively. Again, assuming the latter character is in fact the Priestess; when we see Pix backstage with the wrench, there is a dark-skinned troupe-member present, possibly Rivet, also dressed in a very Priestess-like outfit.
The aforementioned hallucination appears during the Battle of Sturmhalten, played by an unknown member of the Circus.
The Works contains no "high priestess" (nor any Geisterdamen cards). It does have a card for "You Know, Her" who may be "The High Priestess" in some sense (her appearance is somewhat similar), although her attribute is indeed "Queen", along with "Spark" and "Legend". The portrait is full-color, implying a character who may yet appear in the main storyline rather than only in flashbacks.
In Agatha H. and the Clockwork Princess, when the Circus decides to perform Race at Zumzum, Pix states the opinion that that particular play features some of the best dialogue for the character.
During the backstage scene in Sturmhalten, the narrative explicitly notes that, yes, Pix is playing the High Priestess.
As an Aside
Pix's costume in the Sturmhalten production of Socket Wench is very nearly identical to the depiction of Agatha as Magna Scientia in the Studio Foglio Christmas ornament offering (and occasional wallpaper).
Theories and Speculations
One High Priestess who has actually appeared in the comic is Lady Vrin of the Geisterdanen. She and the still mysterious Loremistress Milvistle may or may not have influenced the creation of the stock character in the plays.