Nue's leg is a snake. Your argument is invalid.

She IS the Asian Chimera.

There is nothing about this picture I don't like. It just pleases my eye with the composition, color, motive, everything.

Also, Nue's left hook must really leave a mark.

Nue has got a pretty spiffin' hair style and outfit in this picture as well.

I was going to ask if her left hand was supposed to be a bear's paw or maybe a gorilla, but the tag answers that question for me (bear paw).

So, Patchouli's a mage, obviously support. Youmu's a swordsman, a brawler for sure. Aya's a scout, naturally. Nue's a ... say, what the hell is she, shapeshifting all over the place like that??

Probably a mid-range secondary DPS/offensive support using debuffs to lower enemy attack/defense abilities. Best as a second line sweeper/finisher.

Nue is probably an antagonist.