From what we’ve been able to tell, according to an interview that some of the people attached to the show gave previously, Yidu was known to have been captured in the Red Sea, and she was subsequently sold as a slave in Paris.
She will be taken to Kattegat at some point in season 4, but that won’t free her from her slavery – rather, she will have to continue fighting against the system that has put her in shackles like that, although we might see an interesting side of her personality that we wouldn’t expect from a slave.
Indeed, it’s been said that she will have a side to her that will immediately attract the attention of everyone around her very easily, and she will likely be a major character in the story at least for a little while.
She may even be a completely new type of character for the show as a whole, as reports have been claiming that viewers haven’t seen anything like her so far, and neither have the people of Kattegat. What could this mean? There are certainly many possible interpretations. But we’re going to find out the truth in a few months once 2016 rolls around and the new season releases, continuing a story that has been developed in an amazing way so far.