Thana

 was part of the orchestra onboard the Apocalypse Deathwatch. She was the last of the Abway, a species that could only die from old age, and therefore could never be killed.

She found the Nine in the Vault stealing some of the rarest artefacts. The Nine attempted to kill her, but she couldn't die as it wasn't from natural causes. She shared his interest in the rare and wanted to join him in his travels. She told the Fifth Doctor and Jenny that people on the ship were thrill-seekers and wanted to see the spectacle. (AUDIO: Relative Time)