Dexcessa also known as The Talon of Slaanesh is a new Slaaneshi Greater Daemon character created for Age of Sigmar along with its twin Synessa during the Broken Realms Saga. Notably almost all official material from GW has referred to them only with gender neutral language.
Age of Sigmar
The events leading up to The Twins birth is quite the hullabaloo. See, in AoS Slaanesh has long been captured by Tyrion, Teclis, and Malerion between Ulgu and Hysh in order to milk her/him/them of Elf souls after they gorged on them during The End Times. But Morathi had other plans, see when she was revived in the new universe she was not a god like her contemporaries, so she commandeered Khaine's Heart and snuck up to Slaanesh's place of imprisonment and conduced a complex ritual using the souls of followers of other Chaos Gods and several items of magical power to open up Slaanesh's belly so she could slither in and absorb the souls of past Phoenix Kings and use them and Khaine's Heart to ascend. However when she reached the soul of her former lover Aenarion she hesitated and his soul lashed out at her. Aenarion's supreme backhand not only split Morathi into two entities (though she did achieve godhood) it also cleaved a part of Slaanesh clean off. Said Slaanesh chunk was an entity all its own, called The Newborn borne of Slaaneshe's flesh and the energy of Morathi's ritual, then sailed through the realms leaving a telling rainbow trail behind before crashing down. Slaanesh followers from all walks followed its trail to its landing site and bore witness to it giving birth to twin Greater Daemons, one of which was Dexcessa. Dexcessa takes after its progenitors violent tendencies and using its clawed quad arms as well as a staff known as the Scourge of Slaanesh, it tears shit up in close combat, dancing though the battle field 'til its bloody work is done.