Milky Holmes stops taking itself seriously and just commits to chaos, the way the series always should have. You get three teams of incompetent detectives and thieves colliding at a hot spring, each one convinced they're the actual protagonists, each one spectacularly wrong. The comedy lives in that collision, nobody here is competent enough to win, so watching them fail together becomes the entire point.
The four members of Milky Holmes are unwinding in a hot spring, surrounded by snow monkeys, at the end of a study tour when an alarm shatters the calm. The Gentlemen Thief Empire is out to steal a treasure, and the detectives clash with the thieves, each side calling on its Toys, the special powers they wield. Then the Genius 4 burst onto the scene, and the fight becomes a three-way brawl. In the middle of the chaos, a violent bolt of lightning strikes from the sky, and the four Milky Holmes girls lose their abilities. Expect a comedic mystery movie built around this clash of rival groups.