
Zhangar |

Honestly, a paladin will work fine, and will want to thoroughly smite many things that have it coming.
Paladins can definitely work with evil entities to stop a more threatening entity. (Wrath of the Righteous, which is practically the AP for paladins, has an even more extreme example than RoW, as the party is expected to ally with Nocticula.)
I.e., Baba Yaga isn't going to hose Golarion. Queen Elvanna will.
Baba Yaga honors her debts. She won't do anything bad to the party unless they pick a fight with her, and the party might even guide her future course as to Golarion.
Of course, an actual goal of the "after-campaign" would be reaching a point where you can pick a fight with Baba Yaga and win.

Puna'chong |

I have a paladin in my RoW group who has the Oath of Vengeance archetype, sworn against winter witches. He doesn't care who he works with or how he gets the job done, so long as he's always moving towards killing more winter witches. It's easy to see paladins as being unable to compromise on any evil, but just because something is evil doesn't mean it's necessarily got different goals than the paladin. So long as the two can reconcile their methods as much as needed in order to get the job done.

Zhangar |

If it comes in your game, play it up as a misconception Baba Yaga cheerfully plays up.
She's not a winter witch - nor is her power tied to the winter - in the slightest.
She just prefers cold weather.
But I expect it'd be a common mistake to assume she's a winter witch - after all, her daughters all are.