The OVA that nobody asked for arrives anyway, shoving a serial killer into the middle of what should be a birthday celebration, then pivoting hard into the exact tone whiplash the show does best. Meg and Jo exist in this strange space where they're simultaneously competent enough to be scary and fragile enough that you actually worry when the knife comes out. It's not trying to be anything except what it is: a story about orphans who chose each other, interrupted by violence, resolved by the things they've learned to do together.
Meg and Jo return to Westland, New York, in the 21st century to celebrate the birthday of Shirley, one of three orphans Meg looked after before she met Jo. The children were later adopted by Sam, a policeman known for his firm commitment to justice. After buying Shirley a gift with reward money, the pair visit Sam and learn that Shirley was badly hurt by a killer who has been attacking people at random. As Meg grieves in anger, Jo proposes that they avenge Shirley, but the killer is closing in on them, and a darker scheme threatens the whole town. The OVA blends action and comedy with mecha and sci-fi elements.