Agatha All Along theory suggests Aubrey Plaza's mysterious MCU role is a major comic book character
As for Lady Death, she's one incarnation of Death, a major antagonist in Marvel Comics. In the comics, she's rubbed shoulders with Thanos and Deadpool, and she's made appearances in the MCU before, too – sort of. Murals and statues of her can be spotted in Guardians of the Galaxy and Thor: Love and Thunder.