I start that way because it is a true statement, but it can also be very misleading, since many people have a lot of prejudices about those categories.
Christy is a member of the Jinx, a large and rather mysterious motorcycle gang. She is as tough as any other member of the Jinx when she has to be, but she is otherwise, as Marshall says, rather prim and proper. She can always be spotted easily in any large gathering of Jinx, not only by her bright red hair but also because she is the only Jinx who wears skirts.
She does not appear in A Sane Woman.
In U-town, we first meet her in Chapter Six, "One Night at the Quarter," where we see her begin to develop a bit of a crush on Marshall. This will develop over the next few chapters. It's destined to fail, of course, if only because Marshall and his employer are quite expert at sabotaging each other's romances.
And then Christy and Marshall each end up with someone else, so any possible romance between them has fizzled out before it ever got going.
But there's still a friendship, and a bit of an attraction, but nothing happens. Which is quite common in real life but is almost never shown in fiction, where every extra-marital impulse, especially if mutual, is sure to be acted on sooner or later.
But here it plays out as it often does in life. All four people are aware of it, nobody gets bent out of shape, Marshall gets teased from time to time, and life goes on.
And of course the one person who doesn't understand all this is Ron, because she's young, and because of her history, and because she's probably seen movies or TV shows where it did (supposedly inevitably) go the other way. And it's Christy (far more experienced at being a parent) who points this out here, and then Marshall has to clear things up with Ron here.
In the mystery stories, Christy appears first in the vampire case, where she plays a big role. Then in some of the later stories she acts as security for Jan Sleet and Marshall when they travels outside U-town.