The girl, called Lucy by the staff at the Island facility, emerges on the beach shore on Enoshima Island naked, shivering, bleeding from the wound caused by the near miss of the sniper's shell, looking confused and acting easily scared. Seeing Yuka and Kouta staring at her, she panics and tries to run off, only to trip over a tin can left as garbage and fall face first into the sand. She begins to cry like a baby, so Yuka tries to help her while turning away the view of a blushing Kouta. The girl can only utter the sound 'Nyu,' and cannot answer their questions. Yuka admonishes Kouta to yield up some of his clothes to cover the girl. In the distance, two young boys spot out this odd scene but at no time approach them.
Yuka wonders if the blood from the wound on the girl's head is the cause of her lack of mental faculties. Kouta spots what seems to be an odd set of hair accessories on the girl, only to realize they are actual horns growing out of her head. Yuka suggests taking the girl and Kouta to the house he'll be staying at while in college.
At the island research facility that Lucy escaped from, Director Kurama is given information by his assistant about her patterns of drift in the water, leading them to believe she will surface in or around Kamakura and directs his subordinates to request assistance from the local police. An attempt by his subordinate, Shirakawa, to give him coffee, ends with her rebuffed as he smashes the cup, wounding his hand while thinking of the late Kisaragi, who was brutally murdered by Lucy.
Kouta sees the Maple House, the place where he will be staying, for the first time, and is informed by Yuka that her mother would provide it to him rent-free in exchange for proper maintenance and clean-up. Kouta is dumbfounded by the size of what was once a traditional restaurant with ten or so rooms and irked when Yuka mentions the real scope of the task before him in a snarky way. Inside, since the girl with them seems only able to say 'Nyu,' Kouta suggests calling her by that name for convenience sake. Nyu then sinks to the floor and urinates on it, causing Yuka to take her to the bath and Kouta to clean up her pee, with both confused by her lack of competence in such a simple thing.
Kouta realizes that Nyu is in fact very childlike, and has a painful flashback to the life and death by illness of his younger sister, Kanae, as he realizes Nyu is about the age Kanae would have been if she was still alive. He remembers seeing her in her hospital bed, and her love for sea shells, while holding a pink one in his hand as he remembers. His memories of her illness and death are interrupted by the return of Yuka and Nyu, who Kouta protests Yuka for lending her some of his clothes. Yuka says she'll bring some more clothes for Nyu later. She sees Kouta's seashell, the only gift he says that Kanae gave him, but looks confused when he describes her last days as being in a hospital. Nyu curiously takes the shell from him, stares at it then smiles when she casually breaks it in two. A visibly shocked Kouta becomes enraged, aggressively grabs Nyu and yells at her to leave, which she does in a tearful run.
When Kouta grumbles over why Nyu would destroy the shell, Yuka suggests that Nyu could see how the shell visibly made him sad and wanted to break it just to make him happy. Yuka also says that he shouldn't always remember Kanae with sadness. With darkness having come and rain falling hard outside, Yuka decides to go and look for Nyu herself.
At the island facility, Kurama learns from his assistant, Isobe, that the police spoke to the two boys from the beach who saw Nyu with Kouta and Yuka and arranges to have a large force of personnel and weapons to secure the Kamakura area. He even decides to use Japan's elite Special Assault Team, soldiers highly trained as killers, for this effort. In his mind, the description of a young girl leaving the beach with a couple does not fit Lucy's destructive behavior patterns. At the SAT's practice range, one agent, Bando, stands head and shoulders above the rest but cuts off the practice session when he declares it pointless and worthless, demanding they allow him to use his lethal skills. At first dismissive of a new assignment, he is delighted at the prospect of a kill order against a very dangerous and murderous opponent. Caught up in his rant, Bando is surprised by a secretary who comes up behind him. Savagely backhanding the young woman, he declares the incident her fault for sneaking up on him.
Kouta begins to regret his rage at Nyu, realizing she actually could not have known what she was doing when she ruined his sister's memento and resolved to join Yuka in her search. Stunned by the hard rain and lacking an umbrella, he sees the house approached by members of the Kamakura Police Department, to whom he explains his presence in what they thought to be an unoccupied house. When they show him a picture of Lucy/Nyu, he pretends to have never seen her before, having just arrived that very day, asking why they are there and just who she is. To his shock, they tell him that she is a dangerous mass murderer as the scene switches to and ends with the cold, confused and wet Nyu slogging through the rain.