This is part of the Other People's mythology. Lyra's Romance can be found here. The story of Mallory can be found here.
Lyra hunted many creatures, but her favorite of all to pursue was mortal men. Many a beautiful young man had been wooed into the lands to the West to dine or dance or die, and Lyra preferred to give them death before anything else. She would set her hounds upon them and chase them until they were panting and pinned. She would sweep up to them in her hunting gear and pull out a small, delicately engraved gun and shoot them in the heart.
They were prey, and they ran so well.
But she was hardly the only one with an eye for beauty, and her hunts were loud and raucous and drew all manner of attention. It was during the hunt of a boy, barely even old enough to be a man, that her prey drew the eye of the god of Stars, and the Stars – being jealous and possessive and arrogant – decreed the boy be saved from her hunt.
So it was that the boy became stone, beautiful and forever captured in starlight. Lyra could not believe her quarry had been stolen and could not bear that the prey be left so untouched, however, and with a shriek she fired into the stone three bullets. The stone cracked and groaned and split, and from the split burst forth a child of blue hair and stony expression who was thus forth called Mallory.
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