Mallory is an angel.
We learn in episode 4, "Could It Be… Satan," that Coco and Mallory are actually witches who were given identity spells to make them forget who they were. Their place in Outpost 3 seems by the design of the coven, who return to revive them. Madison mentions Coco being the weakest of them all, but as we later learn, Mallory might be the strongest.
In a pre-apocalypse flashback, we see Zoe Benson (Taissa Farmiga) teach a witchy class at Miss Robichaux’s Academy. Mallory is one of her students, and demonstrates an ability to not just change the color of a flower -- which is the lesson -- but to turn the petals into butterflies. In a later episode, we also see Mallory bring a deer back from life and rewind its lifespan so that it’s a fawn again. Myrtle, who witnessed the act, tells Cordelia that she’s never seen magic like that.
Is Mallory the next Supreme? Maybe, but her powers seem different somehow. Remember that her powers terrified Michael, who exposed his true demonic form to her in a moment of anger. If Michael is the Antichrist, perhaps Mallory is some sort of angel, the daughter of a witch and something divine. In Christian theology, there are beings known as the Nephilim, who are the product of "the sons of god" and "the daughters of Adam." Mallory could be a godlike hybrid the way Michael -- the son of a ghost and mortal -- is a hybrid of evil. This would put them at direct ends, and could mean that Mallory is the only one who can save the world from Michael’s reign.
Her outfits might offer more clues. She’s often seen wearing a golden headband that looks like a halo, and in episode 5, when she resurrects the deer, we see her dressed in white while the other witches are in black.