I noticed that one of the drones was a Bajoran right away.
We already know that the Borg had assimilated a vast number of species (millions of individuals from thousands of species). Couldn't it have been possible that they assimilated a Bajoran in the Alpha or Beta quadrants and used their transwarp technology to bring them back to the Delta Quadrant?
OR the woman is part of another species that resembles a Bajoran.
OR she could have been aboard the U.S.S Equinox...took a shuttle somewhere...got assimilated.