Saber Lily is just another costume from Saber Arthur. She has another name as White Saber appeared in Game Fate/Unlimited Codes. I give You some trivia. When Illya installs Saber Class Card in Fate/Kaleid Liner Prisma Illya (I don’t know how to put a Star between Prisma and Illya in wordpress. LOL), she wore Saber Lily armor instead of the original. Some Trivia again. Her design was inspired by the dress Caster placed on Saber after she was captured during Unlimited Blade works. For Your information again, some spoiler maybe, when Saber captured by Caster, She wore bride costume or You can search with Saber Bride as a keywords.