The Phoenix Witch is the representation of death in the Killjoys comic book universe. While many in the desert do not believe in her existence, most notably Val Velocity, she does appear to The Girl in issue 5 of the comic.
Phoenix Witch appears in issue 5. She is medium height with very thin arms and legs wrapped in deep red ace bandages. The rest of her body is completely covered in what appears to be thick black fur like a yak's, with large feathers and a painted hockey mask obscuring her face.
As stated earlier, the desert is fairly divided as far as belief in the Witch. The Ultra V's mention that Val does not believe in her because "he doesn't believe in anything he can't shoot", while Vaya and Vamos do not seem to sway in either direction. The Girl does not originally believe in her, but is convinced after a conversation with Cherri Cola.