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Sheena, originally, was a companion of the Eighth Doctor who met him at some point during the Last Great Time War, although due to the war causing reality to shift, he couldn't remember when they met or how long they'd been travelling.
After arriving on the starship Theseus, reality began to shift until Sheena became Emma, the same person albeit with a different name. Another reality flux made her name Louise before the Doctor realised the change when he couldn't remember her name, and even she didn't seem sure as to what her name was. Finally, another shift came, and Sheena/Emma/Louise was lost completely, having been erased from time. (AUDIO: The Starship of Theseus)