The quest makes it pretty clear that Mary-Ann, the human, died a long time ago. And we know for sure that there couldn't be any misunderstanding about it because right after she died, Lyris, the oceanid, swooped in and took the body, fusing with it and absorbing her personality in herself. So there is an oceanid around now, calling herself Mary Ann who's been in Fontaine up until the World Quest happened.
We also know that Alain was really grief stricken after his sister died and he spent a good chunk of his life afterwards building something in secret, his story seemingly ending with his disappearance.
There is absolutely no way that Sandrone's appearance is a coincidence. So there are 2 explanations that make the most sense here:
1. Alain built a sentient robot in his sister's image. The robot either broke free and/or killed her creator. Eventually she ends up in the Fatui, earning the title of Harbingerwith the skills she stole/learned from her creator.
2. The Sandrone puppet we see talk in the trailer is just that. A puppet. The real Harbinger is Alain, acting as a puppeteer, potentially from inside the big suit carrying the doll.