She was someone who had taken her own life to strip away the impurity of a worldly life
and become a Xian.

Such beings were proper Xians, but they were also sometimes feared as vampiric
monsters.

[...]

“You might think you haven’t left anything at all behind, but things back there might be a
complete mess. The High Priest looked like an old man, but he was the young one among
us. Nephthys and I spent about 4000 years until we achieved the title of a forgotten god
that won’t make any waves. We lived through the Four Great Civilizations to accomplish
it. But you haven’t even lived for two decades, so I seriously doubt you could leave the
world without causing any trouble for anyone.”

-Shinyaku Toaru Majutsu no Index Volume 17 Between the Lines 2