This is a revise to my last post, because it's somehow disappear into the dimension of the recycle (i think it's because my account disappeared somehow).
Well, long story short, I have two theory for this:
1. Judging by the connection between Yukari and Lafcadio , I have checked his place of origin. Turn out it's Greece, so then i checked into the Greek's Mythology to then found Hermes, a (partial) Liminal Deity with surprising similarity between them. That's let me to believe that Yukari is, or related to, Hermes, and have changed her name in a way so that she could still remember her "origin". That could also explain Maribel's "clan" of people who could see into the metaphysical, since Hermes's also known for tranversing between the mortal and divine realm.
2.However, judging by Yukari's standard, i find it too easy to find it out and deemed it likely a Red Herring (remember this exact moment when i go deep into the rabbit hole). The theory above also have a lot of counterargument (mostly the "is" part though , which make the "related" the most plausible explanation). I then started to dig deeper (the term here mean reading more of wikipedia) into the Greek Mythology, and( basically) find out that it have part of it origin in Animisim, the base in which Shinto, and eventually, Youkai. Then, i started with the theory that she's used to be a spirit that's highly worshipped and popular. Over the passage of time though, she have been invaded by foreign religion and forced to become part of it (just like how the Heaven's God of Japan fight with it Native God to unified under one banner). Travelling more through the passage of time still, that faith also get replaced and wimpering away ( in the acclaimed year (800 A.C) that Yukari changed her's name , The Greece was already part of the Byzantine Empire, along with it the Christianity religion). In other to avoid that, she seek refuge in Japan and corrupted herself into a Youkai so that she could feed of the fear of human. (Arguably, this is the more vague (bullshit) theory to have)
Conversively, you could combine these two to create a third theory. But, the theory above's only based on the connection Yukari have with Lafcadio, and using more clue would only revealed more speculation about her's origin and source of inspiration that spread all across Europe , as the image of a blond woman is readily use in their's myth (for example, the Valkyrie in Norse Mythology). Combining it with the colour Purple, and you would open another can of worm that's still somehow related to my above theory (Ex: that colour is also used for the high class in the aformention Byzantine Empire, and even the Roman Empire before it, when it's still worship the Greek god). Just as expect of the level of research Zun made for his characters.
So? What do you think about my theory? Also, do you have other theory about her on your own that we could combine it with mine, or the opposite?