She is Xiao Yun, the daughter of Xiao Zhihang, the governor of Zhejiang, Princess whom Emperor Qianlong mistakenly recognized, Xiao Jian’s sister, Ziwei’s sworn sister, and Xiao Jian’s disciple.
After Xiao Yanzi and Xia Ziwei became sworn friends, they also took the surname Xia along with Xia Ziwei. After Xiao Jian appeared, Xiao Jian learned about Xiao Yanzi's life experience. It turned out that Xiao Jian was Xiao Yanzi's biological brother. Her surname was Xiao and her first name was Xiao Yun. The nunnery where Xiao Yanzi adopted Xiao Yanzi when he was a child is called Baiyunguan, and the adopter is Master Jinghui. Extended information
The experience of Little Swallow in My Fair Princess:
Xia Ziwei and her personal friend Jinsuo, who came from the Daming Lake in Jinan, rushed to Beijing to meet their relatives due to the long journey of searching for their relatives. Mr. Liang of the Zongren Mansion resolutely stopped the sedan chair on the street, but was beaten by the guards with sticks. Xiao Yanzi, brothers and sisters Liu Qing and Liu Hong, who were performing in the market, saw the weak woman suffering and immediately drew their swords to help when they saw injustice. Unfortunately, they were outnumbered. Xiao Yanzi and others were defeated, but they formed an indissoluble bond with Ziwei.
Everyone was healing by the water. Xiao Yanzi vowed revenge on Master Liang and instructed Ziwei that if she must see Master Liang, she might as well attend Master Liang’s 50th birthday on the 15th of next month. On Mr. Liang's birthday, the house was crowded with guests. Ziwei and Jinsuo were at the door. They suddenly saw Xiaoyanzi, Liu Qing and Liuhong, who disguised themselves as attending the banquet and brought Ziwei and Jinsuo into the Liang Mansion. As a result, everyone caused a stir in the Liang Mansion. A thrilling and exciting silver ingot battle began.
Ziwei saw Little Yanzi making a big fuss in the Liang Mansion. The process was shocking and interesting. She was dizzy and frightened... Although Little Yanzi didn't get any benefits, she was very proud of letting Mr. Liang's family live. Shou Dan was completely destroyed.
The third time, Ziwei met Little Swallow who was performing at the market square again. While Ziwei was intoxicated by Little Swallow's clever tricks, her baggage was robbed. Xiao Yanzi, with quick eyes and quick hands, joined forces with Liu Qing and Liu Hong and immediately ran after the robbers. Although all the magic tricks went wrong, they rescued Ziwei's baggage - hidden in the baggage was a token given to her mother by Ziwei's biological father.
Little Yanzi felt the wonderful fate of Ziwei and Ziwei, and generously invited Ziwei Jinsuo back to the courtyard. Finally, they had a very happy conversation and invited Ziwei Jinsuo to live in the courtyard after meeting each other so late. From then on, Ziwei and Jinsuo Suo also joined the busking life in the courtyard. Half a month later, on the streets of Beijing, Xiao Yanzi was seen vividly performing strange tricks on the stage. Ziwei and Jinsuo seemed to have devoted themselves to their busking career, skillfully greeting customers and giving them rewards.
In the bustling market with thousands of people, a foreigner named Benjamin suddenly appeared. He was deeply curious about Xiao Yanzi’s style and performance, and he took out his paintbrush to capture the little swallow. Yanzi's various expressions, but little Yanzi was full of doubts about Benjamin's weird behavior, a burst of hostility surged up, and his eyes couldn't help but burn with anger.
Reference: Baidu Encyclopedia-Little Swallow