Aizenmyo-ou
She is a little princess whose clan was also killed in the Holy War, and she got possessed by a demon and has been living in her ice castle for 300 years. In the manga, she captures Yasha for power, and at the end, Kujaku kills her. In the anime, she captures Yasha because she was lonely and wanted a companion, and Ashura kills her. (source: Nishi's RG Veda Gallery)
Pictures
Mangaography