Hit the marker outside the central transportation hub to get swinging.
Scheherazade's mechanics are fairly different from the other agents- follow the onscreen tutorials and tips to slice and dice the troopers here.
You'll know the second-to-last wave by the helltrooper commander that shows up with it.
After that, take out a final push of blitztroopers, and investigate the glowing rift.
This will call up more blitztroopers, a blitztrooper commander, and finally an assaultbot.
Don't be afraid to get up in its face, but do keep an eye on your health, and cloak/retreat when things start to look dire. When the resistance is gone, close the rift by interacting with it.
There's another rift nearby that demands your attention. Make your way over to find the area crawling with helltroopers.
Don't rush in just yet- first look for the snipetroopers.
Scheherazade is ideal for taking out snipetroopers- just teleport over and break them in half. None of this waiting to recharge your bow malarkey. Clear the troopers- you'll get blitz and swarm capped with a snipetrooper commander, but she dies as easy as the rest.
Follow the marker to the rift aboard an air barge (teleport over by swording the helltrooper guard, as Scheherazade does not have an aerial dash. While Persephone yells, dispatch a gaggle of blitztroopers and a blitztrooper commander, then close the rift.
This completes the mission and unlocks Scheherazade.