Heather Lau is Faye Lau's sister that went missing after Green Poison went viral.
After discovering the first ECHO near the Chelsea District, you must follow her footsteps back to her apartment. Afterwards, if you head around back, you discover that two Rioters are around back. One climbing up to her apartment and the other as a standing guard. You must look around the building to find Heather. You find her in a room if you go upstairs where a deceased body is laying on the floor with Heather Lau's guitar next to the body with the strings broken. Heather is in a corner hiding. She explains how she had to break her guitar over the man's head because he had frightened her. There are other things to collect when you enter the building.
Following completion of the side mission, Heather will appear on the western side of the Base of Operations where the refugees stay, providing musical entertainment. She will only start playing when the player enters that side of the base. At some point, Heather questioned her sister's loyalty to The Division due to the majority of the First Wave going rogue showed that the organization is compromised.
However, months after the arrival of the Second Wave of The Division, the Joint Task Force lowered patrols in downtown Manhattan, believing it was safe. This resulted in the death of Heather at the hands of the Rikers when they attacked a civilian settlement in Hell's Kitchen.
After her funeral, her sister Faye blamed Captain Benitez for that decision. Heather was mentioned in one of the comms from First Rogue, where Keener remarked that Faye Lau willingly joined with him in the fight against Black Tusk due to "budget cuts" that killed her younger sister. While it's not explicitly confirmed, it can be speculated that the budget cuts that JTF/Division went through in N.Y.C. was due to Black Tusk supplying hostile factions, similar to what they did with the Hyenas in Washington, D.C.