Delphine is a demigod Oneroi. Her mother was Leta, who was M'Adoc's sister. Her father was a human who was killed by Dolor when Zeus ordered all the human mates and half-human children of the Dream-Hunters to be slaughtered and the Dream-Hunters themselves to be rounded up and punished for a crime they didn't commit. Cratus spared the baby Delphine's life, smuggling her out to be adopted by peasants. When her human caretakers died, Arikos took her to the Vanishing Isle to be with her fellow Oneroi.
Hundreds of years later, Noir and Azura recruited Jericho to fight in their war. They gave Delphine to him as a slave, but he fell in love with her and defected to her side. Delphine became one of the three leaders of the Oneroi.