Like all Shabti, Zalanna was created to suffer for the sins of another, and she suffered in this manner for a time, unmeasured by her since it consumed all of her existence and she could see no way out. Her suffering changed though when Zalanna was rescued from her fate during a raid by Besmara on Hell. She was pressed into her service along with several other Shabti (presumably because Besmara found use for immortal servants). Even though she became a slave at that point, she found it much more freedom than she had ever had up to that point, and in her slavery she found purpose, and an identity apart from her mortal "twin" ... so, in truth, slavery was her freedom.
Later (who knows how long--time blurs to an immortal), Zalanna found herself face to face with Besmara as she attempted to reboard the Seawraith after a stop at Sigil. Besmara tossed her a longbow, along with her few meagre possessions, telling her that the longbow used to belong to her mortal twin, and that her services were no longer required. Zalanna has pondered that moment for a long time, but still doesn't know whether Besmara was being kind or callous. Perhaps, as a God, she knew she had a destiny. Perhaps she had simply grown bored with her servant and wanted a new one. Her present circumstances aren't altered by the answer to the question, but she does wonder sometimes.
Suddenly free from her servitude, she once again had to restart her life, beginning a search to rediscover herself and find her purpose and identity in this new context. She tried many things, but turned to investigations because she seemed to have talent in that area, trying to find the truth behind the lies. She hunts down conspiracies, she rights wrongs, but in other cases lets infractions go if she thinks that injustice is the better choice. She found that her memories of how to use the "family" bow gave her quite a bit of skill in that area.
Zalanna still pays devotion to Besmara for providing a different choice than the fate she was created for, but she is probably more affected by trying *not* to be like her mortal twin, who she loathes, than by any particular devotion.
Because of her time in Hell, as well as the memories of her mortal twin, Zalanna has learned to be quite devious in her negotiations, but her own soul, apart from all that she has been through, longs to be good, and she does her best, although she spurns any sort of external guideline about how that is to be accomplished. No one understands what she has been through, and she hopes to save others from that fate, if possible, by guidance or by subtle manipulation... she doesn't care, as long as it keeps people out of that kind of danger.
She is beautiful as noted, but often dismisses her own beauty and usually dislikes people focusing on it because it is what she shares with her mortal twin (probably long dead, but?), and not what is individual to herself.