[Claudius was intrigued by the mysterious woman, she was cloaked from head]

Comma splice. Period I know for sure would work, but I think a semi-colon could too.

[A lovely light voice, he smiled at the figure.]

Don't see how these two relate to each other. Is it saying with a lovely light voice he smiled at her? I don't think smiles have tone... I'm thinking "a lovely light voice" was describing the woman. Perhaps you should have a period after voice instead of a comma.

[It seemed almost as if the skin that wasn’t covered by her flowing cape turned a light shade of red. She blushed]

The two lines are saying the same thing. I say take out "she blushed."

[Claudius felt a wave of anticipation, if the rest of her was]

Comma splice. Either a period or semi-colon to replace.

[The woman raised hers; the cape covering her arm as she extended her hand, Claudius heard the clink of gold, and grinned. ]

I think the comma after hand is incorrect. The sentence itself could do with a rephrasing.

[so intricate it was, that it only showed up now he was close.]

Not sure, but I don't think the comma after was is correct.

Speed read, speed read...

[“Let me pass”]

Missing ending punctuation.

[“Crone?” disbelief coloured her tone.]

Not a tagline. Disbelief should be capitalized.

[he couldn’t believe it,]

He should be capitalized.

[Athenta grinned, “Part of the crew?]

Grinning doesn't make words. Period after grinned.

Badass character (I think she killed someone?).

- Review Marathon, link in profile.

Brilliant! And I particularly love your use of the word 'sashay'. It's a great word