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The lost Primarch of the "Nieces of Valaria" was Madelena Vosh.
After being taken from Terra by the forces of Chaos, Madelena landed on a world called Magdalan controlled by an Aeldari. The Aeldari master of this world was so mad and cruel he had been banished from the sub realms of the Webway. The Aeldari lord delegated control of the world through a group of kings who had ruled the world before he had conquered it.
One of these Kings found the young Madelena wandering the wilderness. He found her with many dead Aeldari at her feet. He brought her back to his Villa were he named her Madelena and adopted her.
As the King's adopted daughter, Madelena came to intensely love the King's biological daughter Valaria. The King believed the best way to help his people was to appease the Aeldari without directly challenging them. However he believed he did need a bargaining chip to make life better for his subjects. Seeing Madelena's skills he hoped he could one day use her as a threat to sue for peace.
Valaria disagreed, she believed open resistance was the only way. Madelena sided with her adopted father and tried to convince her sister to fight using her father's plan.
For years Madelena studied war in secret. She studied war both in terms of leading soldiers, and fighting herself. Meanwhile Valaria joined the underground resistance in secret.
Eventually the Aeldari learned Valaria was working for the resistance and arrested her. Madelena flew into a rage and stormed the citadel where her sister was being held by herself. Bursting into where Valaria was being tortured. Madelena freed Valaria from her bonds and cradled Valaria in her arms.
As the Aeldari desperately tried to hack Madelena down she watched the life slowly drain from Valaria's eyes. When at last Valaria was gone Madelena gave a moan of pain so loud the Aeldari gripped their heads in pain.
Madelena lost herself in pure rage. She slew every Aeldari in the citadel with her bare hands. Swearing she would never again tolerate the suffering of the innocent, Madelena gathered an army and led a rebellion.
With her capable leadership the Aeldari were swept from the world in a matter of years. After besieging the Aeldari lords last bastion her forces crushed the last of the Aeldari. With the Aeldari lord beaten she forced him to face her in single combat.
Madelena let the lord keep his weapons while she faced him unarmed. She toyed with the Aeldari making sure he knew despair before the end. Only when the Aeldari could do nothing but babbler incoherently through broken teeth did Madelena pick him up. Then holding his rib cage between her hands she slowly, ever so slowly squeezed the life out of him. See stared into his eyes the whole time.
She then installed herself as the queen of Magdalan. Her adopted father feeling he failed Valaria, joined a monastic order where he stayed until his death. Madelena became known as a just, if prickly queen. As the years wore on she continued to wear only black still in mourning for her beloved sister.
Eventually the Great Crusade found its way to Magdalan. The Emperor decided to make his way to the planet in secret. Taking the form of an old man the Emperor moved amongst the people of his Daughter's world.
He learned of Madelena's skill as a stateswoman and decided to test her. He found a village inhabited by a man who's position of respect in the village hid his duplicitous nature. The Emperor manipulated events so that Madelena would come through the village during an inspection of her world. The Emperor built a stall in a place he knew the duplicitous man desired. The duplicitous man burned down the Emperor's stall and then made it appear that it was the Emperor's fault. In the village square the Emperor confronted the duplicitous man about his actions. Madelena came into the village in the middle of this. Madelena bade both the Emperor and the duplicitous man plead their case to her. After they both made their cases, the entire village backed up the duplicitous man.
The Emperor wasn't sure what Madelena would do. Still he was surprised by her response. Madelena stood in silence taking it in turn to stare into both of their eyes. After a pregnant pause, Madelena strode calmly yet menacingly toward the duplicitous man. Placing her hand under the man's chin she grabbed him by his shirt collar. She lifted the man so he was eye level with her. She growled at him "Do not lie to your queen, worm."
Impressed by the display the Emperor revealed himself to her. The Emperor convinced Madelena that he could give her the power to protect others. Madelena kneeled before her father and pledged her service to his.
The Emperor placed her in command of the Space Marines derived from her genetic material. Madelena felt their black and purple colour scheme suited her, still lost in mourning. She made a few alterations, she renamed her daughters from the "Night Scorpions" to the "Nieces of Valaria." Madelena also altered their emblem. Their emblem at the time was a purple scorpion on a black field. Madelena changed it so that the scorpion's stinger now impaled the emblem of the Aeldari Lord's cabal.
Madelena herself and the "Nieces of Valaria" became known for protecting civilians more than other legions. After Vulkan, was found, he quickly became her favourite sibling. Despite this allegiance Vulkan could not protect Madelena in the end.
The end came when she and the forces of the other lost Primarch found a strange set of Xenos ruins. The ruins were a ritual site for summoning warp energy. The other Primarch, who had already been corrupted, initiated the site. Both Primarchs and the local populace bore witness to the nature of the warp.
The Emperor ordered her to exterminatus the world. Instead Madelena began evacuating the populace. The other lost Primarch fled. When Leman Russ and the Space Wolves came to stop her She put her fleet between Russ and the civilians. The "Nieces of Valaria" and the "Space Wolves" fought each other to a stand still. In the end most of the civilians escaped.
The Wolves crippled Madelena's Forces. Madelena herself was dragged before the Emperor. After a bitter debate the Emperor sentenced her and her Daughters to a Penitent Crusade out in the Eastern Fringe pursuing the other Primarch.
In the late 42nd Millennium, the other Primarch made her way back into Imperial space. Madelena chased her sister into the Eye of Terror. She made contact with the Imperium again and was contacted directly by Roboute Guilliman.
Eventually the two Primarchs met personally. In a tense interaction Madelena learned of the current state of the Imperium. Roboute declared her Penitent Crusade over and bade the "Nieces of Valaria" return to the Imperium.
Madelena returned to Magdalan where she re-established it as the base of her Fortress Monastery. Since returning to the Imperium Madelena and her daughters have been known for a distaste for Aeldari. Occasionally the "Nieces of Valaria" can be somewhat tolerant of Craftworld Aeldari, Exodites, and Harlequins. However for Corsairs, and Drukhari there is only death. This hatred of Drukhari has brought the "Nieces of Valaria" into conflict with the Administratum. They will often ignore orders when pursuing Drukhari forces.
The "Nieces of Valaria" are known for using fast melee focused units. They field large numbers of Vanguard Veterans. They strike quickly and without mercy in the defence of the Emperor's people.