Lily Connors is an Immortal, born in 1596 in Ireland but shortly after her sister's birth in 1598 the family moved to reunite with relatives in Scotland. After the death both of his first wife and her initial intended, she was betrothed to Duncan MacLeod before his untimely death. Distraught by the loss of a lifelong friend and husband-to-be, Lily and her sister traveled back to Ireland where they were both killed by marauders one night returning from a ball near Galway.
Lily awoke to her sister dead, and herself covered in blood, their bodies dumped off the side of the road. She was found by an immortal, Adamo, who claimed to be an Italian courtier travelling the isles. He was, in fact, Methos (the oldest living immortal, even then) and he took her under his care and tutelage. They fell in love, like you do, but Methos had never been with an immortal woman for more than a couple decades and Lily continually had a nagging feeling that Duncan was the man she was always intended for. When Lily received intelligence in the 1770s that Duncan was alive and immortal, she and Methos parted. However, due to other adventures, travels, events, etc, Lily didn't actually find Duncan until 1994. They reunited, and then Methos made his reappearance in her life less than two years later. Duncan and Lily as a couple did not last - they cared deeply for each other, but centuries apart living different lives brought them to the conclusion that they were not meant to be. Still, they remain close friends.
The connection between Lily and Methos, however, has always been undeniable - even when they try to deny it themselves. Then came the near-apocalypse with Kronos, epic romance engaged, and they lived more-or-less-happily ever after... (see story: Lost in Each Other)
Until the Doctor appears (see story: Entrapment). Well, more accurately until Lily is abducted by an alien collective who choose her for companion as appreciation for the Doctor saving the universe. A lot. As they dangle the lives of Methos, Duncan, and Lily agree to travel with the Doctor, she acquiesces rather than risk their lives. Whatdownsides choice is that they managed to select someone who is both what the Doctor needs, and what he wants. And she, in time, cannot ignore how drawn she is to him.
Current Lily Connors Stories (In Chronological Order):
Lost in Each Other
Entrapment
Mythos
False Regeneration
Upcoming Stories:
Revenge of the Horsemen (10th Doctor)
Stolen Thoughts / The Watchers (10th Doctor)
Only Human (10th Doctor)
The Last Immortal (10th Doctor & Methos)
Reunited (11th Doctor)
Planet of the Angels (11th Doctor & River Song)
Don't Lose Your Head(less Monks) (11th Doctor & Methos)
Captivity (MCU Loki & Thor)
Captivity: Asgard (MCU Loki, Thor & 11th Doctor)
A Life Worth Saving (MCU Loki, Thor & 11th Doctor)
Don't Cross the Mages (MCU Loki, Thor & 10th Doctor)
Return of the Angels (MCU Loki, Thor, 11th Doctor & Methos)