I like to think that in Mass Effect 2 Shepard becomes a mental support structure for Alex. In Mass Effect 3 The roles become slightly reversed as Shepard begins to succumb to the stress of battling an entire reaper invasion.
She and Alex are separated for the duration of the first section of the game (during which Shepard believes Alex to be dead, adding to her stress) and reunited during the Cerberus assault on the Citadel.
All this from the invisible fan fiction in my head that I have no time to write down. (ﾉ◕ヮ◕)ﾉ*:・ﾟ✧彡┻━┻
Content (c) Bioware and Activision
Alex Mercer human model by o0Crofty0o
Custom Female Shepard model by me