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During the initial concept stages of her character, Natalia was depicted holding a blue giraffe with yellow spots. This was later changed to a more traditional teddy bear named Lottie, which she received from TerraSave following her experience with bioterrorism.
Natalia was, along with Barry Burton, featured in the Resident Evil Revelations 2 concept teaser, she is seen running through afflicted from the beginning till the end of the teaser, also in the trailer, she demonstrate her "pointing" ability for the first time.
Natalia was in the list of guests at the TerraSave party. In one of Neil's note, she was chosen, just like any other guest at the party aside from Moira, because of her experiencing the horror of bioterrorism, in her case is the event of Terragrigia Panic.
Natalia will meet up with Claire and Moira sometime later in the game, along with her new found bear doll. Chrononically, Natalia has already met Claire and Moira before she met Barry, it can be assumed that she already lost her bear doll after Neil took her away.
From a note that Claire or Moira can read in Episode 1 about the bracelets, it states what emotions the wearer feels. Natalia's bracelet is permanently red, even prior to her cryonetic sleeps when she met Claire and Moira, suggesting that Natalia has already overcome her fear.
Alex Wesker's copied consciousness surfaced in Natalia several times in-game:
In episode 1, when Barry called Moira's name out, Natalia had a severe headache, and said that Moira is dead. This was caused by the mixed up between Natalia and Alex memory.
In episode 3, when Alex grasp Natalia, Natalia became unconscious and Alex's personality surfaced, making Alex fleeing in terror after seeing her. Later in episode 4, Natalia appeared before Barry in a dazed state, suggesting she was led to Barry by Dark Natalia just like in the Extra Episode
When Alex's consciousness surfaced in Natalia, her eyes turned to red and she was given some sort of superhuman power similar to Wesker. It is possible that Alex has given Natalia the enhancement of the Progenitor Virus that she was supposed to have had she not become ill.