Persephone, better known as Our Lady Underground, is a goddess that appears in Julia Wicker's dream. The goddess was believed to fulfill all the requests of Free Trader Beowulf during her summoning, but it's later revealed that the goddess was never summoned; instead, Reynard the Fox, a sadistic god, was brought forth. Her true identity is the Greek Goddess Persephone and she is the wife of Hades making her the queen of the Underworld.
She has short black hair and black eyes. She wears a white dress. She is often depicted with statues of the Virgin Mary from several of her cultural representations.
Our Lady Underground is mentioned for the first time by Richard, when he offered his help to Julia by showing her new and different way to practice magic. Since then Julia established a special connection with this goddess, starting to get mixed signals in every place; votive candles with images of Nuestra Señora de Guadalupe, pagan goddesses images, and statues of the Virgin Mary to name a few.
When Richard and the rest of the Free Trader Beowulf coven dicovered Julia's special connection with the goddess, she and Kady were in charge of looking for the goddess, collecting information in the supernatural underground, by questioning creatures like vampires and Lamiae.
Eventually, Our Lady Underground 'appeared' to Julia in a dream, first as drops of water raining from nowhere, then as silver coins appearing out of nothing, and finally as a woman of African descent bathed in divine light. She charged Julia searching one of her followers to offer him three gifts in order to get a way to summon the goddess. Julia and Kady eventually found the man, bringing him the gift of a sprig of forsythia, a honeycomb jar, and faith instead of platinum. He accepted the gifts and gave them a scroll with the invocation in return. The group, then, set up the room with an altar with votive images of the goddess, offerings of flowers and candles; They drew a symbol on the floor and, entirely dressed in white, they held hands chanting the invocation.
The answer to the summoning was anything but pleasant, though. The entity appeared to Julia with the features of Our Lady Underground turned out to be Reynard the Fox, a trickster god who killed all the members of the coven, took possession of Richard after eating his heart, and sexually assaulted Julia amid the blood of her dead friends, except for Kady since she managed to escape.
Once Quentin and Julia have raided the afterlife in search of Julia's Shade, Julia discovered that Our Lady Underground exists and that she is nothing but Persephone, the queen of the Underworld. During a heated discussion between Reynard and his son, it's revealed why Reynard kills those who venerate Our Lady Underground; he had loved the goddess and was hurt by her abandonment of him, unleashing his hatred towards her followers.
After Julia returned from the Underworld and shared her knowledge of the identity of 'Our Lady Underground'/Persephone with Kady and John, they came up with the plan to simulate the events associated with Persephone's descent to Earth to trick Reynard into believing that she was on Earth and lure him into a trap to kill him. After John forced Kady into killing him to extract the magic needed to kill Reynard and Julia created a god killing bullet from the energy, Julia and Kady created a storm to simulate the phenomena associated with Persephone's arrival. Reynard, believing that Persephone had come to Earth, was lured to a location where he tried to goad Persephone into coming out and berated her for being a drama queen for creating a storm whenever she descended upon the Earth. While Kady was distracting Reynard with the knowledge of his son's death and how he begged for it, Julia sneaked up behind Reynard and pointed a gun loaded with a god killing bullet at him. At this point, the real Persephone appeared and froze both Reynard and Kady. Persephone pleaded with Julia to spare Reynard's life since he was her son and that there are ramifications to killing a god. After Julia spared Reynard, Persephone took Reynard and teleported away while also leaving behind Julia's Shade.