If I had to guess, it's all according to Kumoko's design. I still think Kumoko is hiding somewhere, though I don't mean strictly physically. Being the pale woman would be a bit too much in plain sight, in my opinion. I don't see why the Demon Lord would risk it, nor why Kumoko herself would risk it. The pale woman being just the most developed vestige would be more plausible, based on what I can see now. If the vestiges are under the Demon Lord's control, as far as the Demon Lord knows, she wouldn't feel the pressure to hunt them down, as it would also reduce her army's fighting power. She ought to be happy as long as Kumoko herself is destroyed, seeing how she also needs to end the mental attack.
However, since we got a scene of Kumoko wondering how to avoid annihilation and because the vestiges simply exist, like I said before, I reckon they are some kind of backups for Kumoko. The Demon Lord wouldn't realise it. Technically this could bring us to the pale woman being a backup Kumoko already used, without the Demon Lord having a clue, but, again, I don't see why Kumoko would risk serving right under the Demon Lord's nose. The Demon Lord was already once "betrayed" by one of her spiders, so in the future she ought to be all the more careful, logically.