Sailor Erin?

Par. 1 - She may not look like a hardcore card player, but she enters the Treno Card Tournament as the Champion (although Cid is probably the one doing the playing). You will also only meet her once in the tournament.

Par. 2 - Pretty much the same reasoning as my last guess. The tournament takes place in Treno, shortly after the visit in Alexandria where you'll see the ATE "Long time no see!" (where the Nero brothers meet up).

Par. 3 - "dry" would refer to the fact that she is a sailor, but not in water, "fly" is obvious. "Annie"? I haven't a clue.