Rumours are now circulating that Donna is an incarnation of Romana, a female Timelord that once traveled with the 4th Doctor. Played by both Mary Tamm and Lalla Ward, Romana was last seen in 'Warriors' Gate', where she leaves with the robot dog K-9 to forge her own path in the parallel universe of E-space.
K9 reappears as the companion of Sarah Jane Smith, with no real explanation on how re got back from E-space unless of course with Romana?