Real name: Christine Newby
Mostly known for being part of Throbbing Gristle and Chris and Cosey (together with fellow TG member Chris Carter). Cosey has never really called herself a "musician" or "band member". The various musical collaborations seems to be another way for her to express her own brand of art.
This might also explain some of the bizarre performances she and Carter have staged. Without going into much detail: They usually involve a lot of bodily fluids and inventive ways of returning them to the body...