Who is she? Why is she called Lady in Blue? What is her story?
Nobody knows which drawing is first, or what's going on there. What are the laws of the world Lady in Blue is in, who she is, what is she doing in that strange, blue world.
It is you who gives her sense.
You make your own story, your own vision, your own view on these. You decide what happens and who's who.
You are the storyteller here.