She Knows Reaper
This is information taken from the recent leak, but the details suggest that she soon joined up with the Talon organization, which Reaper and Widowmaker are a part of. She was apparently headhunted by Talon, and it’s reasonable to think that she’s now part of the villainous group. If you take a listen to all the voice files mined from the PTR, you’ll also hear a lot of references that hint towards a stealthy hero (“An unseen enemy is here!”). It’s not much to go on, but it at least lends itself to the theory that Sombra will be a sneaky character who can get around the maps unseen. Reaper also has a few voice lines that seem to relate directly to her. If you read the official Overwatch “Old Soldiers” comic book, it is also confirmed that Reaper is aware of her existence.
There is also a Reddit theory that Sombra might know Soldier 76 as well. Soldier 76 has a voice line where he wonders about what Lumerico is up to. We know that the Lumerico power plant was shut down, and the organization keeps tabs on its enemies (as indicated by the manila files on Jack and Sombra), so it’s possible that these two characters at least share the same goals, if they’re not already on the same side.
