Colette is the childhood friend of the human Emilio.
Like many such characters in Japanese popular media, she has harbored romantic feelings towards her friend for some time. After being possessed by the spirit of the Overlord, Emilio is quick to capitalize on this. When she discovers Lily almost immediately after Emilio's quest to recover his power begins, he quickly invents a story about how he's been cursed and requires great amounts of magic to free himself. Eager to help him in any way, Colette willingly becomes his lover in order to donate power to him, and agrees to keep it a secret from the other humans.
However, Colette's curiosity soon gets the better of her, and she follows Emilio and Lily down into the labyrinth as they square off against Brigitte and Oktavia. Eavesdropping on their conversation, she comes to realize the truth; unable to cope with the sudden revelation, she runs blindly through the dungeons. Emilio takes off in pursuit, barely reaching her in time to save her from approaching monsters. The rescue convinces her that part of her friend is still present within Emilio, and she dedicates herself anew to helping him.
This devotion becomes something of a complex for her. Colette is uneasy about making war upon her fellow humans, and when she questions Emilio's methods, he punishes her for insubordination, violently raping her in an act that horrifies even Lily and Brigitte. Rather than turn against him, Colette begins seeking some way to prove her loyalty. When the group discovers a buried castle protected by an inhuman gatekeeper, Colette volunteers to give her own magical power (and thus, her body) to the creature in order to gain them entry.
Colette finds the young Lily irresistably adorable, and Lily is likewise attached to her. She has a much chillier relationship with Brigitte; each resents the other's closeness with Emilio, and Colette becomes quite adept at setting off the hotheaded demon's temper. Still, due in part to incidents such as the gatekeeper, Brigitte begins to grudgingly respect the human.
If you choose Colette and Brigitte's route, Deirdre confronts you and taunts the two women with the knowledge that they can't both carry on like this; in the end, one of the two will receive Emilio's love, while the other will be left alone. Emilio is forced to make his decision then and there.
If he chooses Brigitte, a heartbroken Colette will leave the group and wander off, presumably to make her own way back to the surface. She is never heard from again in the story (although a bug in the game will still allow you to use her in battle).
If Emilio chooses Colette, then Brigitte will abandon him. Emilio reaffirms his desire to live out his days at Colette's side as a human. To truly leave his past behind him, however, they have to destroy his old body so that no trace of his power remains. Brigitte bars their path as they near the goal; after being defeated, the demon seems finally to accept what has happened, although she says she doesn't want to see either of them again.
However, once the body is destroyed, Euclid forces begin to close on their position, putting both Emilio and Colette in grave danger. Lily chooses to stay behind to cover their escape and stall for time. Emilio realizes that with his power gone, there will be no way to summon her again once she falls in battle, but Lily is determined to make one last sacrifice for her master.
Later, Colette and Emilio have returned to the surface and made their way to the ocean, despite both being fugitives. Colette asks how Lily is doing, and Emilio says that she's still sleeping within him. Colette touches her stomach and says that one day, the three of them will be able to live happily together again. Before Emilio can follow up on this line of thought, Colette begins to run laughing down the beach, making him run to keep up with her; he has a lot of amends to make, but will do so at the side of this woman who has so completely changed him.