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...