Character name is Michigami Naerko, she's the stage 3 boss
Help with tagging would be appreciated

So, how long before the unavoidable Ankha parody?

as far as I could translate, she is technically Japanese, based on a Dōsojin, a Shinto deity.
However, she was so long in that place (the pyramids) that she gets bored. She is so bored that she begins to fantasize about being a Sphinx, to pose riddles, to protect a secret.
her job as Dōsojin is to block the way, however, she does not know why she is there since the ancient people of the pyramids did not tell her what to do, so she assumes that there is something in the pyramid that must not get out, and that no one must get in, even though no one assigned her to be guardian of the pyramid, she assumes that role de facto.
it is possible that my translation is not perfect so take what I said with a grain of salt.

probably the best design out of all characters we know of so far

Just so glad we finally have an official Egyptian touhou. Just sad it is not an "actual" Egyptian touhou, just a cosplayer.

EDIT: Also with this one in particular, it really shows how good she looks with that slightly darker skin tone which I wish she had had.

Omg General Set mentioned