Elu the Elf is a virtual Youtuber of Nijisanji's first wave of eight official characters.
She is an elf from an elf forest in another world who came to Tokyo for culture, fashion, site-seeing, etc, and as a result is dressed rather strangely for an elf.
As a running gag, other members are seen setting her home forest on fire in pics due to something Higuchi Kaede said.