I know of blades and maidens in a medieval setting.
You're referring to handmaidens and such. Shieldmaidens would be closer to what "the heroines" are though, but they're just female fighters mentionned in vicking sagas.
And the serie "king's blade" is a good exemple of what you mean regarding the blade.
Yeah, another point regarding "the blade" i know i'm being litteral here, but as you mentionned the MC is impressed by Gwen skill at the sword and himself use a bow and arrow, for all we know. Weird that he'd be the blade.
I guess i'll go with "Lilith rising" too then. Other names including that name tend to emphasis armed conflict, wich isn't wrong from the demo, but meshes less well with Lilith's name from a marketing stand point.
If you want red skin the red highlight of the hair may be too much. Maybe try full black, or a different color for the highlight.
You could also try shades of pink or purple for the skin, although i have no idea how it would make her look like. I saw it here and there for succubi and other seductive demons, hence the advice, not sure it would fit your character though.