This cosplay guide telltale put up revels some more background info on the characters.

Nightmare9990

http://www.telltalegames.com/talesfromtheborderlands/cosplay/
Never knew sasha hosted a radio station.

Silverwolverine

In the second episode if you go to Old Haven with the girls and scan Sasha, it says she is also known as "DJ Rakk Attack"