The 12 Gold Saints already died saving you. Now the Bronze Saints walk into a realm designed to kill gods, carrying the weight of that sacrifice on their shoulders every single step. Hypnos and Thanatos aren't obstacles to overcome, they are the price of getting close enough to matter. This OVA understands that the most devastating battles aren't fought against stronger opponents. They're fought while grieving the people who made you strong enough to fight at all.
Once all twelve Gold Saints have given their lives to break down the Wailing Wall, the Bronze Saints push into Elysion, the deepest part of the Underworld. There they must defeat Hades's two strongest servants, the twin gods Hypnos and Thanatos, before they can reach Hades himself for the final battle. This six-episode action fantasy OVA carries the fight into the realm of the gods.