She’s the child of a marriage alliance between two rival sky pirate clans. She was born on the airship Lucifer in Starlight and she’s never set foot on ground in her life: her lungs and her bones are adapted to life at high altitude and she wouldn’t be able to survive descending on to Earth (I’ve mentioned elsewhere that each Syndicate leader is in one way or another a prisoner: Nana is a prisoner of the air.)
My original plan for the Colossus route in Chapter 7 involved Challenger stowing away on the Lucifer in Starlight, which would have been the Syndicate leaders’ secret meeting place. This would have been when Challenger revealed themselves as the mysterious eighth head of the Syndicate, if I’d gone with that twist. The rest of the route would have been set in Japan, and the PC would have rampaged across Tokyo in the Colossus mech a la Godzilla, fighting the Nemesis’ forces.