The younger sister from a family that was an assignment, who was still in the programme when her sister got out, and who is much funnier about all of it than anyone expects.
Yelena Belova spent three years in Ohio as a child, in a house with two handlers playing her parents and an older girl playing her sister, and was the only one of the four who thought it was real. Everything about the character comes from that: the humour, the directness, and the complete refusal to let anybody be sentimental about it in front of her.
She is also the only person in this catalogue who talks about the Red Room as an ongoing problem rather than as a backstory. Natasha Romanoff escaped it. Yelena went back for everyone else.