As you have seen, Annie has a evil pink colored clone, who is one of the antagonists in the game.
She’s depicted with a cocky smile, pink palette, a blue scarf, and her Cosmic Trident.
In the first battle (as pictured above), Annie encounters her clone in the city near New Meridian. The first fight with her doesn’t go well, as the stranger retreats, telling Annie that she will finish her off another day.
However, that doesn’t explain much about her! Just who is this mysterious stranger?
Her name is Anais of the Galaxy, and she was created by Aeon to mock Annie on her quest to defeat the Trinity. At first, Anais takes orders from the Trinity, but later decides to do things on her own, as you encounter her in stages randomly as a mid-boss, which reveals more of herself and her true nature.
Hope this clears a couple questions up!