Alex died years ago of unknown causes. Celia was heart broken by the loss, and was driven to kidnap a young girl named Annie Jones and use her as a replacement for her dead daughter. Celia renamed Annie "Alex", and despite raising a nest of vampires, she allowed Annie to stay human, as it eased her pain. She also took pleasure in watching Annie grow. Celia never revealed the truth about her child to anyone.
When Annie ran away to Sioux Falls, she met Sheriff Jody Mills, who became suspicious of Annie's new name "Alex". After confronting Celia and being mocked by the deaths of her own family, Jody correctly deduced that Celia had lost a daughter, much to Annie's surprise.
Despite years of loyalty to Celia, Annie eventually chose to stick with Jody, and attacked Celia using dead man's blood, allowing Jody to decapitate Celia.