These two episodes exist purely to let the main cast be stupid together without the plot getting in the way. The first one is basically a FAQ about mermaids answered by people who have no business answering FAQs. The second is Maia's turn to be the center of chaos, and it lands because the show knows exactly how much absurdity its characters can survive before the joke collapses.
Two bonus OVA episodes accompany Daphne in the Brilliant Blue and are set partway through the series, roughly around its midpoint. One episode is a playful primer on the Nereids, and the other puts Maia Mizuki at the center of a story about heaven having to wait. Both lean much further into comedy than the main story, with a light, almost goofy tone that fits the action, comedy and ecchi mix. Viewers who already know the series will get the most out of this extra material.