Nadalia is a child of dark, one of the abyss spawn, a compounded quintessence of Manus and his Dark Soul. Like her sisters; Nashandra, Elana and Alsanna, Nadalia is a fragment of Manus’ emotions. She represents solitude and loneliness. Also like her sisters, Nadalia travelled from a foreign land in search of a King. She came to the land of the Old Iron King, but arrived too late, the King had already been killed and his castle subsumed by flame.
Nadalia entered the Old Iron King’s tower, the seat of his power and wandered its halls seeking her King. She came to the bottom of the tower, shaped like a gigantic kiln. She found the Old Iron King’s crown and his death was confirmed to her. Upon finding the land kingless, it is said Nadalia renounced her flesh. In the act of dancing, Nadalia was transfigured as smoke. It seems that her physical body was burnt up and that her actual being became smoke, fog and ash that infused the tower. Upon defeating the Fume Knight the remnants of her body can be found at the base of the Brume Tower, hunched over and ash-like. From this we can take it that she burned herself to death, in the act of dancing, the Bride of Ash was transfigured as smoke. The act of dancing is a metaphor for being burned alive. The same metaphor is used for the Pyromancy Dance of Fire where it says: "The fire seems to dance, and makes its victims dance with it." So we can guess that she was burned alive in the chair we find her in, clutching the crown of the old iron king (note the theories section on why Nadalia might have done this - taken from Pariahdigm Shift's youtube channel)
Having forsaken her flesh, Nadalia’s smoke enticed people to the Tower and it became known as Brume Tower which means “mist or fog”. Perhaps opportunists saw the tower’s smoke and presumed it was burning or had fallen, making it a beacon to the brave adventurers seeking to tap the replete stores of iron. But upon arriving at Brume Tower, all but the most steadfast were defeated, and their corpses were reanimated by the black fog, or left as ashen husks. The black fog of the tower brought the tower to life. Its statues became possessed and attacked any intruder, the soldiers of the Old Iron King were resurrected as defenders and the Ashen Idols began to appear.
The Ashen Idols were statues made of ash. Nadalia, having renounced her flesh, entrusted her soul to these statues and it was through them that she was able to defend the tower. Approach of these statues yields different results, some fill the area with pillars of black fire, enhance the strength of the defenders and some heal the defenders. The Idols resemble Nadalia, but often have 4 or more arms. They can only be destroyed by driving a smelter wedge into the heart, a process that splits the Soul of Nadalia from the Ashen Idol. It is interesting to note that the wedges are made of smeltered iron, as if the only means to the Bride of Ash’s heart was found in the iron the Old Iron King was so notorious for.
After some time it seems, a knight of Drangleic called Raime came to the tower. Raime was one of King Vendrick’s most trusted and powerful knights. He is described as an agile swordsman, who after his defeat at the hands of Velstadt, resigned his post and was considered a traitor. Raime came to Brume Tower in search of greater strength. When he arrived at the tower, he became infatuated with Nadalia, the Bride of Ash. Instead of choosing to expunge her from the tower as he could have done (most likely by destroying her Ashen Idols as we do), Raime chose to live alongside Nadalia and support her efforts. He became her champion of the Dark. It may have been that when he left Vendrick, Raime sought greater strength in which to defeat Velstadt, but upon becoming infatuated with Nadalia, he found a new purpose in life.
What Nadalia’s purpose is in the tower is unclear. It seems that the Sisters of Dark all seek power, and try to gather as many souls as possible. Alsanna may be an exception to this, but we know that both Nashandra and Elana seek power. Nashandra seeks the great soul that is strong enough to power the Throne of Want and Elana gathers souls in anticipation of revenge. Nadalia too may have transfigured herself for the purpose of drawing those with powerful souls to the tower, in hopes of collecting those souls. Alternatively, Nadalia is known as the augur of solitude, and perhaps she simply sought to be alone, which is a theory that does not account for the presence of Raime. Or perhaps Nadalia awaits her King and more specifically the Old Iron King. When we first destroy an Ashen Idol we hear some dialogue from Nadalia indicating that she may have us confused with the Old Iron King. To gain access to Brume Tower, one must defeat the Old Iron King so it may be that Nadalia senses that soul upon us or that we have gained it at some point and believes us to be the Old Iron King. But whatever the case, we are told that Nadalia condemned herself to a fate most wretched.