Marguerite first appears in the epilogue of Book 4, talking to Amadeus as he tries to escape his imprisonment. She may however already have been active in influencing the Saint of Sword's to push Procer's priest into calling for a conclave, that together with the speakers and lanterns declared Catherine Foundling Arch-Heretic of the East.  
Book 5: Edit
Marguerite appears in front of Catherine Foundling when she was trying to convince the Grey Pilgrim that the Wandering Bard was their enemy, seemingly stopping time. She tries to bait Catherine into a story with death at the end of the path a few times. She proves deeply entrenched in a complicated storyline trying to push Cordelia Hasenbach into a Name.
Book 6: Edit
She organized a plot to undo the Truce and Terms and have fae ruin the two secret weapons meant to take down the Dead King in the Arsenal, Marguerite ultimately meets her end at Cat's hand during a game of Affray, at the same time pulling the story strings of everything taking place.
Marguerite never joined any bands, and besides loose alliances with both heroes and villains seems not to be close to anyone.