IGN has reviewed the episode of the Teenage Mutant Ninja Turtles that featured Lucy as Hidrala, the Supreme Ruler of the Daagon. It’s in Season 4, Episode 9: The Cosmic Ocean.
After yet another long hiatus, Teenage Mutant Ninja Turtles returned with a major storyline, as the Turtles went after the second fragment of the black hole generator. At the same time, this episode featured a great emotional through line for Leonardo, who was beginning to doubt they could really save Earth. That's not to mention the sheer amount of voice talent in this episode, including David Tennant, Ron Perlman, Peter Stormare and introducing Lucy Lawless (Xena!) as Hiidrala, Supreme Ruler of the Daagon.
… but the Daagon themselves were very unique, and Lawless did a great job of giving Hiidrala a noble, high-minded air. While the Daagon species lacked the same mysterious quality as the Aeons, their unique "rite of passage" for the Turtles gave them an edge.
…Lucy Lawless also shined here in her TMNT debut as Hiidrala. In terms of fragment missions, "The Cosmic Ocean" is the one to beat in Season 4.