That has to be Saki. It makes sense for her to come back as the only one of the Blacksteeple trio not to return yet.
BUT, the reason why she's tied to puppet strings and what exactly the puppet master's involvement in that is, is what interests me the most. At this point, I can only speculate that the Puppet Master and the red-haired girl that messed everything and everyone up are connected, since she was the one to confront the guys while riding Saki's robot. And then....how would that connect the Puppet Master to Madame X who was shown to team up with the warp hole weirdos in the pyramid at the end of V12....?
Btw, there are 2 puppet masters so maybe that has something to do with it?