These lore blurbs won't say every single thing about the games, but the significant things relating to Lolo as a character. I may add Dream Champ Tournament and Noctis Sol eventually, so consider this lore page a WIP!
Lolo is a priestess apprentice who is very insecure about her abilities. While the High Priestess is very encouraging and supports her, her fellow priestesses mock and bully her due to her constantly failing to become a full-fledged priestess. Baguji the Wise, a seer, tells her and Popka of a Dream Traveler that will save the world, and how the power of their ring shall bring peace to the world of Lunatea.
Lolo and Popka had found Klonoa when he arrived at the Sea of Tears, learning that he is the Dream Traveler that they had heard about from Baguji. It's revealed that Lolo can power the ring, similar to Huepow in the previous game. Popka then tells Klonoa to head to a tiny island where a statue of the Goddess Claire and the Spirit Bell resides. Klonoa rings said Spirit Bell, which excites Lolo. Turns out that if a priestess in training rings the Spirit Bell, she becomes a full-fledged priestess.
The trio travels to Baguji's island, where the seer tells them of a potential fifth kingdom and the dangers that could happen if it was brought to rise. Klonoa agrees to help Lolo to help repay her for saving him from drowning in the sea. They then stop at the temple in La-Lakoosha, where Lolo is granted the rank of a full-fledged priestess by the High Priestess. She then requests for the trio to gather the elements in Lunatea's four kingdoms by ringing their respective bells, and advises them to start with the Bell of Tranquility as that is the closest of the four.
As they're getting the second element in Joilant, the black half of Tat (yes, she splits into two to make getting the first element back a bit trickier for the heroes) teases Klonoa, telling her that girls don't like pesky boys. Lolo responds to this with "So what if he's pesky! It doesn't matter! I like him just fine!" After realizing what she said and Klonoa's attention being on her... she becomes very flustered. The priestess likely has a crush on him.
After shutting down a couple of reactors and defeating the Mobile Tank Biskarsh in Volk, the heroes learn that Leorina has made a fake duplicate of Klonoa's ring (complete with a red gem instead of green), and she rings the Bell of Discord and collecting its element just before the real reactors go off. The reactors that Klonoa, Lolo, and Popka had shut down were fakes. As Popka and Klonoa try to go after Leorina, Lolo realizes the right thing to do is to shut down the real reactors before they go forth with anything else in their quest. She's found herself wondering how Leorina was able to use her fake ring since a priestess's power is required to function...
In Mira-Mira, Lolo is actually in a bit of a hurry to get out of the Maze of Memories, not wanting to look in any mirrors or to be reminded of her past. Unfortunately for her, Klonoa notices something in a huge mirror, which shows one of Lolo's memories. Klonoa learns that Lolo was bullied and called a "failure" by other priestesses, and that she wanted to prove to them that she is capable of saving the world. Klonoa wanted to comfort her, but the priestess breaks down and starts crying, immediately apologizing to him. She knew it was selfish of her to initially use him and his ring to help her become a full-fledged priestess, especially since the two had quickly become friends. Unlike Huepow, she actually got the chance to apologize for her actions, and Klonoa actually is understanding of her right away.
Lolo actually shuts down during the Old Tree's test to get the fourth element (aka the Polonte boss fight), meaning that the ring couldn't function during the first phase of the battle. She thinks she's not qualified to save the world. Popka ends up having a chat with her to help her come to her senses, calling her a fool for not even trying when Klonoa is doing his absolute hardest. This actually helps the girl, funnily enough. Popka asks her if she's angry that he called her a fool, in which she answers "Maybe, but... I deserved it." and wonders if Klonoa will be able to forgive her (he does, very quickly). The Old Tree was actually impressed by the trio's determination, Lolo's especially despite her shutting down.
At the end of the journey, Lolo declares that she'll get the title of priestess on her own, saying that she'll never give up, with Klonoa supporting her decision. She claims that she'll be okay, since she knew that Klonoa would have to leave Lunatea eventually. However, the tears start flowing as she's telling him that he taught her that it's okay to cry as long as she doesn't give up. Lolo asks if it's okay to cry at the moment, and ends up bursting into tears and hugging Klonoa, having this end up being a tearful goodbye. He reassures her that they'll always be together, even when he leaves. After Lolo lets go and gently wipes away her tears, Klonoa even sheds a tear as he tells her thank you, and she and Popka watch as he disappears, leaving the world of Lunatea...
In Klonoa Heroes, Lolo is Klonoa's childhood friend who was accepted to study at the Sky Temple to become a full-fledged priestess. Klonoa had gifted her a present, which she had initially rejected before having him promise her that he'd return safe from his journey. As she is about to leave for the Sky Temple, Klonoa gives her the present, which she learns is the Radiant Flower! This rare, bloomless flower will bring good luck to those you care about if it somehow manages to bloom. Lolo is very grateful that Klonoa gifted her this for good luck.
Klonoa and Pango later arrive at the Sky Temple and run into Lolo, who's still getting used to the place. Not only are they here to stop some Phantom Beasts, but Klonoa is here to receive his Hero Medal and Pango is searching for a cure for his son's sleeping sickness! Lolo tripping and falling into the waterway separates them, and she ends up getting kidnapped by Joka and Janga.
She is then brought up to the moon's lunar base by rocket to Garlen, who forces Lolo to be the catalyst in his plan to reawaken Nahatomb with nightmare energy from everyone around the world, putting her into a coma in the process due to her keeping the world's dreams out of Nahatomb's hands. Naturally, Klonoa, Guntz, and Pango end up saving her from Garlen and Nahatomb!
However, despite Klonoa's pleas, Lolo wouldn't wake up. Pango then reads that the radiance of a bloomed Radiant Flower is what will cure the sleeping sickness that both his son and now Lolo have. The Radiant Flower was able to bloom on the moon due to the lack of gravity, and it wakes Lolo up. What was initially a legend passed down in the village of Breezegale ended up being true. It's actually a happy ending for once in this series.