Collei is a manga-only character in the official Genshin Impact manga.
Thus, she has never appeared in the game in any capacity (at least by January 2022). Keep in mind that this article will cover her appearances in the official manga and not non-canon materials.
Likewise, there will be some spoilers.
Before diving into the spoilers, it's worth mentioning that Collei is one of the main characters of the official manga. Also, the English version of the manga is behind some of the other languages, which means some of this information is locked behind translations.
This manga-only character debuts in Chapter 2: Flame Born (Part 1). On page ten, she arrives at Mondstadt's front gates looking sickly. Some guards try to prevent her from entering the city, fearing whatever illness she has will potentially spread in Mondstadt. However, that doesn't matter to her, as she sees two Fatui envoys and ends up killing them with a "serpent of fire."
Her hatred toward Fatui is due to her personal relationship with Barnabas, another manga-only character. Barnabas works on behalf of Fatui and has experimented on Collei as a subject for Archon Residue.
Amber eventually meets up with Collei, who tags along with her (much to the latter's chagrin). The story later reveals that Collei was sent to Barnabas by her parents in hopes that he could cure her of her innate illness.
The manga then reveals that Barnabas used her for the Archon Residue experiments. Archon Residue can make a person far stronger than normal but at the cost of feeling pain and being unable to control this power.
Collei later meets Genshin Impact's Lisa and Jean thanks to Amber. She overhears them talking about the library and begs them to go there as well, in hopes of finding any
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