Alright, I shall do my best.
Wow, this is a detailed character. she seems very well developed.
Her appearance was good, really good, I really got a feel for the character and a hint of her personality even before I started reading through it.
On to her personality.
The one thing that seemed out of place to me is "She's a woman of few words, and she tends to snap at people when they try to drag a sentence out of her." This doesn't feel like it fits in to me, you say she's ambitious and it doesn't seem like snapping at people when they try to start a conversation doesn't benefit her in any way, it just doesn't seem like the kind of than a truly ambitious person would do unless it's to someone outside of the organization completely. It's a little thing but something a noticed.
My second issue is you say she changed her personality to please those around her keeping the real Natalie locked away. As some one who actually does this, it is extremely emotionally and mentally taxing, I'm not sure the 'real' Natalie would even exist anymore. I would recommend showing some of the mental strain putting up a face causes. For me personally I will have to stay by myself in a room to let my brain reset after switching between a few different personalities all week, there's always the, what do you do when two people you have specific personalities for are with you at the same time. It's really taxing to keep up that image. I think you already mentioned it in her personality but there's some more food for thought. again it's more of a nit pick.
Alright on to history, One, how did a little upper class pansy get her hands on a knife to take with her to the ground, I found her just having a knife a little weird , even if her parents let her have anything a knife seems a little out there, maybe explain how she acquired that because it was a bit jarring for her to just have one (Again it's a nit picky thing)
Two, she seems to not really care that she lost her pinky, I understand in the moment adrenaline kind of thing but still later she would probably have a moment of "Oh my goodness a part of me is just gone".
Three, Diana just takes her to his boss after being asked to? and Nico actually allows this to happen? I don't think a crime lord's son would just see a random girl because their cook brought her over. Is it because she's an aristo and he can get a ransom for her, does Diana know this? It just seems like there's no way this dude would just talk to a random kid. much less tolerate her yelling at him.
Four, why is Juliana so interested in this random girl, again I just don't see why any one in this place would find her interesting at this point, she's nearly died, yelled at their boss and nearly died, she doesn't seem all that special to these people from my end.
Five, Why did the teller tell her any thing, did she do something for them?
Six, alright, I get that the girl is powerful but killing a mob boss that quickly seems a bit OP, I know she's good but we're talking about someone that's been doing this far longer than she has, maybe draw out that fight a bit.
Seven, why does Natalie go back to the under ground, I was under the impression she hated it there?
Eight, Again I know Clara loves her sister but why would she go back even if it was for her sister, Clara if probably traumatized by this place.
Nine, this seems like a really unsatisfying ending to this character, as a reader, to me it just feels like it ends with out a resolution, there is no end to this character arc, I don't know I know some readers are ok with uncompleted arcs but we've spent so much time with Natalie, having her story go uncompleted feels a bit wrong. You could have one last scene with them fleeing or do something that solidifies Natalie's spiral into this manipulative controlling ambitious power hungry individual. That is a personal preference of mine though so it's alright where you have her ending.
I think that's all I've got. Over a;; everything is kinda a nitpick I understand the need for the plot to move forward but right now it seems a little to convenient, add a bit more reasoning for other characters actions.
Over all a very solid character.