According to the
biography of Khandro Yeshe Tshogyal, at one point the Guru Rinpoche wanted to
travel with her, without being seen, so he magically transformed her into his scepter,
known as khatvanga.
Thus,
whenever depicted alone, Guru Rinpoche carries his khatvanga, and when in union
with his consort, the latter is but a personification of the khatvanga.