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Sister Elena is an NPC introduced along with One Piercing Note quest.
In the quest One Piercing Note, she is the second victim to be murdered by The Killer. She also had a relationship with Valerio, although this was apparently finished when Sister Anna found the letters that were sent between them. However, Elena and Valerio still continued to have a secret relationship. She used the tunnel in the kitchen to sneak Valerio into the kitchen, which is also how the killer escaped after murdering her.