Shura Kirigakure has always been one of Rin and Yukio's closest and most trusted friends and mentors, but her past is a mystery. When Shura suddenly goes missing, Mephisto sends the Okumura brothers to the cold and wintry backcountry of Aomori Prefecture to find her. The journey is a chance for Rin and Yukio to talk over recent events, and try to sort out where things stand between them. Out in the frozen hills, Shura reaches her destination, and a meeting with an entity who will impose an ancient curse upon her...