Sapph can be found in Malykriss: The Vile Hold. Vereth the Cunning wants her killed for the quest File:Neutral 15.png [80 Group] The Rider of Frost. Her steed is called Icefury. Assuming to her title, she's teaching Frost Death knight abilities to the death knight adepts, similar to Amal'thazad in Acherus: The Ebon Hold.