From Big Light:
"As for the mysterious woman, if there is a third "X-Files" movie, we just might be able to answer that question..." (lo que ha contestado frank)
He is referring to the woman that the camera focuses on several times during the FBI investigation. It is Sarah Jane Redmond from "Schizogeny" and several episodes of Millennium ("Lamentation" "Powers Principalities..." "Room with No View" "Antipas")
I think this is interesting. What could her role be? Now that I think of it, she seems skeptical of Mulder and Scully's involvement and return to the FBI.
My theories:
1. An alien replacement like Knowle and the Toothpick Man.
2. A surviving member of Strughold's syndicate.
3. A part of a new organization relying on bits of leaked information a la Krycek in seasons 2-3.
4. An affiliate of Marita.
I realize this may be futile since there may not be a third movie, but it's interesting that they may have a plan in place and/or a backstory for this character. Any other theories?