Blue Elysium is a newly built, additional artificial island next to the Demon Sanctuary on Itogi Island: the newest, greatest resort with pools and an amusement park! Yaze plans to invite Kojo and the others to the island before its public opening, but somehow the "free" trip leads Kojo to a terrible part-time job. Meanwhile, Sayaka Kirasaka, a shamanic battle dancer from the Lion King Agency, also visits Blue Elysium. Her mission: to save the mysterious girl Yume, who is being held in a research facility. But an unknown Attack Mage appears in front of Sayaka, the "Priestess of the Six Blades" using the same techniques as Yukina!
Civil war suddenly breaks out in the Chaos Zone, a Central American empire ruled by the Third Progenitor. Kojo and Ko feel that someone from the shadows is supporting the anti-government forces. Suddenly, a mysterious suitcase arrives at Kojo's apartment from the Chaos Zone - the sender - Dimitri Watler. Sleeping inside the suitcase is a mysterious foreigner named Celeste. New Year's Eve is just around the corner on Itotami Island, and for Kojo and Yukina, this means ending their contact and returning to the mainland on a top-secret rescue mission. Coincidentally, this also means there is no contact between Yukina and the Lion King Organization.