Perhaps a dragonborn? A Daedra? I ask because Ive used Whirlwind Sprint, Become Ethereal, Wards, and many other things in an attempt to stop her from hitting me in Snow Veil Sanctum, and yet she seems to be able to ignore those.. Even things that result in nothing, not even Alduin, being able to damage me.

How can I avoid her arrow?

(Yes, I know. Thats not the point.)

You can go into the Creation Kit and change the script so you don't get shot.

She has greater power than the gods: scripted plot scene power.

Known colloquially on TVTropes as http://tvtropes.org/pmwiki/pmwiki.php/Main/CutscenePowerToTheMax