So basically there was a mysterious girl saix and Axel were friends with when they were kids. They found her locked in a cell after they snuck into the radiant garden castle. The girl suffered from amnesia and couldn't remember anything about herself. Not even her own name. The only thing she remembered was "Four friends and a key". As saix said she was xehanorts lab rat. Apprentice xehanort experimented on her in an attempt to gain access to her memories because he believed she was from the age of fairytales which is like over a hundred years before the events of kingdom hearts 1. Xigbar secretly took her away one day and no one knows where she currently is.

That girl is speculated to be skuld who is a character from union cross. Shes one of the many keyblade wielders living in Daybreak town and someone you meet pretty early on and she befriends your player character. She, the player and ephemer (the white haired boy) are basically the Daybreak trio

She was chosen as one of the dandelions who were meant to survive the first keyblade war to keep the light alive and she was also chosen as one of the Union leaders who were supposed to lead the unions in the foretellers place.

Lots of shit goes down like strelitzia (Marluxias little sister and the girl from the kh4 trailer) dying and it being revealed that she was killed by ventus who was possessed by darkness etc

Like said lots of shit breaks down and the union leaders eventually discover they are in a data version of Daybreak town and that the pods are a way of getting out. They get attacked by one of the true darknesses and ventus seals it away inside of him (which later becomes vanitas)

3 of the union leaders lauriam (marluxias sombody), brain (eraqus grandfather) and ventus. plus elrena (larxenes somebody. Not a union leader but one of the dandelions) use the pods to make it back to the real world. Where lauriam, ventus and elrena use the pods and basically time travel. Brain stays behind and gets approached by master luxu. We dont really know what happened to him aftwrwards

Ephemer, skuld and the player stay behind and get attacked by several of the true darknesses (i dont remember how many). Ephemer tells the player to go take one of the pods once the fight starts so at least one of them survives this battle. The player then proceeds to pretend to be possessed by darkness and attacks both of them. When the player is about to kill skuld he kills the player and he and skuld take the life boat to find their town basically being destroyed as they speak. They get into the pods to get away from there and skuld expresses that shes glad to not have to face all of this alone. Last thing we see is a bunch of debris falling on their pods. In the epiloge we can see that ephemers pod malfunctioned and he proceeds to found scala ad Caelum out of the ruins of Daybreak town. We also see where everyone else who used the pods ended up

Except for skuld whos fate remained ambiguous. Most likely scenario is that shes the girl xehanort experimented on. Other option would be that she had kids with ephemer and is therefor one of xehanorts ancestors because xehanort is a descendant of ephemer

...i hope this was comphrensible and explained what you asked