To clarify something about my sole character that currently has a Reflection, she can't even control it. Sasha's Reflection (which currently has no name revealed, so we'll just call it "AW" for the angel wings) only manifested for the first time because of a combo of two things.
1. Aurora Armor, which Sasha had never worn and boosted her psi powers.
2. Severe emotional trauma. If you remember, strong emotions provide a temporary boost to power. Sasha watched her squadmates dying left and right, and had a mental breakdown that lead to the part of her psyche that could use her psionic power to manifest as a physical being do so. And it only showed up as wings primarily, though it's been hinted at that there is more to it (the arm that saved Sasha from suicide, for instance).
Brigid has had her powers for a long time. Her psionics are so powerful that she still can't control them, and I believe that like Sasha's "AW", Brigid doesn't have full control over the "Morrighan" part of her psyche. However, it's been around for about 10 years at least, so it's developed enough to actually have a personality of sorts, though I'd say it's still semi-sentient rather than being truly self-aware. And no matter how far a Reflection may get in the intelligence department, they are always bound to their user like a guardian spirit, and are guardians. You'll never see a Reflection INTENTIONALLY harm its user. Draining too much power is possible though if it's trying to protect it's user to no avail.
Cayden's only had his for a short period of time, so you only really see small comments and 'dark whispers' since Viktor represents the darker side of him, his killing instinct if you would.