Menae was Cordelia's mother and biological aunt of Carla and Shin (but she was never shown officially in the anime or game till yet).
She was the last female of the First Bloods and Karlheinz gave her to the Demon Lord (Burai is of the Vibora race) as a mistress so Karlheinz could have children with their daughter - (who turns out to be) Cordelia. She soon died after Cordelia's birth.
She is sister of Krone, making her aunt of Carla and Shin; although she was like a mother to them.
It's also said that she had a piece of jade jewelry containing all of her memories, which she always kept locked away in a small silver box.