Holy Slayer would be interesting. A good way to hook into the setting, though I am not sure what such a character would be doing with the other PCs. It's always tricky playing a character who owes such strict loyalty...but then again, tricky characters can be the most fun.
True! Let's see, the PCs sort of came together as two groups:
1. Members of the court of Sheikh Ali al-Hadd of Tajar, City of Trade (this includes Najiyah & Akilah, both viziers)
2. Representatives of the Grand Caliph sent from the capital to investigate (this includes Kaniel & The Promise)
So... I can toss out some ideas...
Maybe you're a double agent of the Flamedeath holy slayers (loyal to the Brotherhood of True Flame) sent to infiltrate the Sheikh's court (1), but you actually are reneging on your fellows to betray them?
The City of Trade (1) draws temples revering deities of prosperity – Hakiyah, Haku, Jisan, Selan – so any of the corresponding holy slayer fellowships – Soft Whisper, Wind of Fate, Gilded Palm, or Moon-Spinners – could leverage the Sheikh to include their representative in the venture? No doubt with a secret mission?
The Sheikh of Tajar (1) might have a few secret agents looking out for the attempts of the old tyrannical sultan or his kind to regain a footholds in Tajar, and you might be one of those agents? Investigating potential ties between the former ousted wicked sultan and the Brotherhood of True Flame?
Alternately...
Maybe you're covertly sent by the Grand Caliph (2) as an agent even his other agents don't know about, as a last resort? So you might sign up to the venture as a hireling initially until circumstance calls you to reveal your true purpose?