Sayo left her village with Tatsumi and Ieyasu to make money, but the trio got ambushed by bandits on the road and split up. She ended up at Aria's mansion with Ieyasu, where Aria offered them a meal laced with drugs that knocked them out. What followed was brutal—Aria and her family tortured Sayo to death, though she never broke or gave them the satisfaction of submission, staying defiant until the end. When Tatsumi eventually learned what happened to her, he killed Aria himself. Some fans speculate Tatsumi was actually in love with Sayo, especially after Zank's illusion magic showed her as the most important person in his world.
As for her combat skills, Sayo carried a bow and quiver of arrows and clearly knew how to use them. Tatsumi vouched for both her and Ieyasu as strong fighters, suggesting she'd received solid training as an archer before everything fell apart.
Content compiled by AnimeList.moe from publicly available sources.