Of the five gods released from the Rosetta Stone, Nephthys remains the most mysterious. Sadie sees her briefly in a vision: "a slender woman in a blue dress" (15.57). Nephthys may be Set's wife, but she's sympathetic to Isis's plight. She proves it by tackling Set before he can kill Isis, after Osiris has been incapacitated. So, however little we know about Nephthys, we do know that she's brave and willing to stand up in the face of injustice.
Nephthys is a river goddess, which is why Carter, Sadie, and Bast make an attempt to summon her from the banks of the Rio Grande. According to Bast, Nephthys can be unpredictable, but she's sided against her husband before, so there's a chance that she can do so again. That's when they learn that her mortal host is sheltered somewhere, making it possible for Nephthys to speak very softly, and only enough to tell them that she'll get a message to them.
Things tend to go from mysterious to more mysterious when Nephthys is involved (maybe there's where Anubis inherited some of his aloofness). Set characterizes her as treacherous, but we think maybe she's just misunderstood.