Yuri is known as the Leader of the Purple Sky, which comes from the Tome of the Purple Sky.

Mahou Shoujo Lyrical Nanoha A's Portable -THE GEARS OF DESTINY-:
Born in the Ancient Belkan ages, Yuri was originally a human. However, due to a program written with the aim of overwriting the Book of Darkness, Yuri was turned into Unbreakable Dark, aka System "Unbreakable Dark" (shortened as U-D) until the separation by the end of The Gears of Destiny.

Mahou Shoujo Lyrical Nanoha INNOCENT:
Yuri Eberwein, along Stern, Levi and Dearche, is a student studying abroad in Uminari City.

(Source: Nanoha Wikia)