This OVA breaks the main series in half to ask the question it actually cares about: how does Nana, this fractured kid pretending to be normal, survive the moment Lucy stops being a monster and just becomes another person she has to protect? The tonal whiplash between comedy and the weight of what's actually happening is the entire point. By the time rain hits and Nyu goes unconscious, you realize this episode wasn't filler, it was about Nana deciding to love her anyway.

Nana struggles to find her place within the household, eager to contribute through chores while learning to live alongside Nyu, whom she knows only as Lucy. After being scolded, she runs off to the beach, where she meets Bando and promises to bring Lucy to him that night. When Nana sets out with Nyu to keep that promise, rain begins to fall, Nyu slips and hits her head, and the two take shelter. With Nyu unconscious, Lucy's mind begins to surface, and she dreams of an old memory: how she was captured and why she holds back from attacking Director Kurama. As the rain eases, Kouta and the others find the pair and bring them home, where Nana at last finds a chore to call her own. This single OVA episode, set during the events of episode 11, mixes psychological drama and horror with quieter domestic moments.