Cocolia used to serve the Red Army in Siberia along with Colonel Alexei Zaitsev, Bronya's late father. However, the Honkai broke in Siberia during the 2nd Eruption, killing Alexei in the process, whose dying wish pleads her to use his car key to save his wife and unborn child. Initially not wanting to comply, Cocolia later stumbled upon Alexandra Pavlovna Zaychik, holding her hostage to keep her calm before the two escaped.

Over a decade later, Cocolia captures Bronya who was attempting to assassinate her as a high-profile target, eventually Cocolia adopted Bronya as her daughter along with other known children such as Seele Vollerei, Sin Mal, Liliya Olenyeva, and Rozaliya Olenyeva.