How is she involved with the Dark Brotherhood?
I don't remember encountering her anywhere apart from Riften
It seems to me that Riften is kinda "her town" since people are afraid to actually do something about it, and they mention her during the introduction to the city, and basically tell you not to mess with her because she's part of both. I haven't talked to her in super long, prior to actually joining and completing the dark brotherhood myself, so I can't say for sure that she was actually a member (like she'd address you as guild master?) or if those were just rumors made to keep people afraid or something. Searching for power where one can get it - what's worse than an assassin and thief? A corrupt guard? The only problem I see with combining all three is, in skyrim (as opposed to morrowind), the legion is an actual war guild, not guard guild... hmm.