Commander Reds "other half" as she is dubbed. Sazabi is a machine that Red constructed himself to be his personal body guard. She ended up becoming his most trusted companion, mainly due to the fact that they are neurologically linked. If Red gets hurt, she will know about it, yes... If she get's hurt Red will know about it too.
This type of link makes them a very dangerous pair to fight off against because they essentially move as one.
While she may come across robotic, repeated exposure to Red's emotions and antics have helped her develop her own cheeky personality. 
If you were looking for proof if machines do have souls, Sazabi would be the one to prove it.