Setsuna, whose true name is Nayuta, is a female demi-human of the Ice Wolf clan. She possesses distinct wolf-like features: lupine ears with grey tips, a large tail, fur covering her forearms and legs, and paw-like feet, combined with a conventionally attractive human-like form. Her initial personality burns with intense hatred for humans, forged by enduring slavery and abuse with her tribe. This fuels a visceral pleasure in killing knights of the Jioral Kingdom, though she deliberately avoids harming innocent civilians.

Her past involves capture by slave traders, during which she contracted a debilitating illness. The protagonist, Keyaru, first encounters her imprisoned; her resentful expression prompts him to intervene. He purchases her freedom, promising aid in avenging her tribe. Despite initial distrust, she attempts escape to reach her enslaved tribe. Keyaru halts this by revealing knowledge of her memories, obtained while she slept, demonstrating her powerlessness and convincing her to accept enslavement under him. This culminates in a physical relationship designed to bypass her biological level cap and enhance her capabilities.

Her development centers on fulfilling her quest for vengeance. Keyaru facilitates the rescue of her tribe in the Ice Wolf Village by weakening enemy forces, enabling Setsuna to slaughter the remaining soldiers with ferocious satisfaction. Though grateful, she acknowledges her revenge remains incomplete. She subsequently pledges lifelong devotion to Keyaru, disclosing her true name Nayuta as a symbol of eternal servitude. This marks a shift from vengeance-driven isolation to unwavering loyalty, though her hatred for oppressors endures. She develops a sexual attachment to Keyaru and frequently competes with Freia (formerly Princess Flare) for his attention.

Her combat abilities stem from her heritage and Keyaru's enhancements. As an Ice Wolf, she innately wields spirit-based ice magic, manifesting as ice-coated claws for close combat. Her lineage grants passive boosts: accelerated mana regeneration, heightened physical prowess, ice-based defensive auras, and inherited clan techniques. After Keyaru elevates her level cap, her strength surpasses average humans and continuously grows through sustained interaction with him. Her agility enables acrobatic maneuvers and high-altitude survival. Her keen senses allow precise tracking across vast distances, unimpeded by environmental interference like rain. She later wields specialized claws forged by Keyaru from divine materials, telepathically controlled for extension or retraction.

Her relationships are defined by absolute loyalty to Keyaru. Rivalry with Freia manifests through competition for his affection. Her interactions with other party members, such as Eve Reese, remain less defined but operate within Keyaru's orbit.