The moniker 'Lady of the Shadows' was not an empty title. Nyx was not just the protogenos of night, after all, why was it that though each generation was prophesized to be greater than the last, Zeus Sky-lord, King of the Gods, son of Kronos Crooked One, King of the Titans, son of Ouranos Primordial of the Sky, Lord of the Protogenoi feared Her, as did his forefathers? Yet though She was feared and respected, She never ruled the assembled divinities. She was the Patroness of all who acted in the shadows, the spies, assassins, and spymasters. As times changed, Night's Queen chose to absent herself from the open field of politics, and so did Her House. Instead they had become the players in the shadows.
They were beings who were old ere humanity came to be, old ere the Lightbringer Fell and the Lights of Heaven were dimmed, old ere the Darkness was bound. They watched, and were known by many names, Azrael, Thanatos, the Pale Horseman, the Morae, the Parcae, the Norns, Fortune, Retribution, Justice.
Nyx was the Queen Endless, daughter of the Queen Eternal. The first sentient creation, the first being that once was not. A product of the combined efforts of both Creation and Destruction. She was neutral in the great war in which Creation (God) sealed away Destruction (the Darkness) with a seal he first gave Erebus, a being dark, created to hold that seal.
He was corrupted, and sought to release the Darkness from her prison. Undomiel the Eveningstar cast him down at the price of her (it was her now, since the Morningstar's vessel was male) life, and he became Thanos the Mad Titan. Sadly, this did not deter him from his agenda, and he continued to be the House of Night's primary foe. After Lucifer's Fall, God left to give angel kind free will. Leaving the House of Nyx as the only organization that actually had any organization, to shepherd creation's evolution.
In another world, She made a different choice, and was a force of Darkness above all others, harbinger of calamity, merely culling the mortals, forcing it to evolve, cruel and capricious and hateful. In this one, She chooses duty, coldness and control.
She created masks for the remnants of the lights, the soldiers that fought in Creation's battle against His Sister. They became divinities, and found refuge in the night, as the constellations in the sky. Then she sent them into the world, to be minor deities in various pantheons. When they brought her word that Gabriel was hiding as Loki, she spoke of it to no one.
She chooses to do more, and made sure certain humans ascended to Angelhood. They order heaven enough that its chaos does not bleed to earth, so that Angel kind could learn to have free will slowly. (Too slowly perhaps)
She gives humanity the potential for great power. It gives them some protection against the more advanced races, but there is a darker purpose. They would need them to fight against Thanos, for Nyx would not take to the battlefield, and risk releasing a fragment of the Darkness. She created people with powers. But such powers also came at great price. Those who had them were the minority, were different, and so scorned and shunned. They were called mutants.
She also extended an aegis over mortals in the form of the Ancient Laws, giving them some protection from supernatural agencies.
Last, she created a position in her House. Her Dusk. Embodiment of the Will of Nyx. A way of acting without causing too much of a chain reaction. One of her Dusks had jokingly referred to the position as her PA, standing for personal assistant, personal agent, and personal assassin.