Very little is said about her appearance, though according to the legend she's involved with, her look is enough to rival White Diamond herself.
Red Diamond, according to the old story Pearl (and later Nichrome) describe, her main stronghold is on the planet Corithral, a planet seemingly where Gems are unable to regenerate or reform. The story describes that she was encountered by Blue Diamond, who wanted to save those being made on Corithral, and one sight of Red Diamond told Blue there were no more deals to be had. It is unknown what occurred afterwards, as the story stopped there.
Her appearance is more prominent in the final season, Grogar using her name as concept for his new empire. Steven Universe dreams of her while in Pink Diamond's Garden, showing Steven not only of Grogar being alive after his fight with him, but also Ruby and Sapphire being alive and held hostage by him. She tells Steven to try and stop Grogar.
She is mentioned in "The Reef", revealed that no one ever sees her and lives to tell about it, the only ones seemingly doing so being Steven and Blue Diamond.
She makes her first and only physical appearance at the very end of the finale, where she arrives to take Grogar away. It is revealed she met the other Harmony Gems prior to this as they were shattered for a time. She silently takes Grogar and disappears with him.