The most logical and justifiable way of playing more than one character is to let the "main" character have some natural companion, such as a father, bodyguard, or secretary. Note that if you do play a Lozambur character, her name should resemble an African name.
Note also that physical reality is not forgotten in this fantasy. Thus, you cannot play a woman as being physically stronger than any and all men in the world; that simply does not happen.