So.. it occured to me that Anna quite possibly could be Lady Alvane (and possibly Saga?)
We know, that Anna probably knows Kian Alvane intimately. If they were married (making her Lady Alvane), that would definitly explain that.
Since The house of all Worlds is removed from time, Anna could easily have known Kian for years (in the house), before traveling back to regular time in book 2.
That also expalins why Anna "ambushes" (as Kian puts it) the guy with the kiss. (She has been intimate with him for years, and it could be almost out of habbit)
If Lady Alvane, Saga and Anna are the same, then that would lead pretty nicely to Anna being the third playable character (since we aready played Saga).