Dante greets Grayfia and says, "What happened, Grayfia?" Grayfia replies, "Mr. Dante, since I know you like pizza, I decided to prepare one this time. How about we eat together?" Dante says, "Alright." The two enter the house and go to the dining room.
At the table, Dante asks Grayfia, "Do you want to talk about something?" Grayfia responds, "Mr. Dante, it's not that I don't trust you. I see you're helping Miss Rias a lot, but when I looked for information about someone named Dante, I found that no one knows who he is. So, just out of curiosity, who are you?" Dante replies, "I'm just Dante, Grayfia. The reason you didn't find information about me is that I'm from another world, or rather, a demon from another world." Grayfia stares at him and asks, "Can you prove it to me?" Dante responds, "Well, after we eat, I'll show you some things." And they continue eating.
After eating, they go to a secluded place where no one can see them. Dante says, "Well, Grayfia, first of all, can you give me a strand of your hair?" Grayfia looks at him and responds, "Alright." After receiving the strand of hair, Dante puts it away and pulls out the Yamato katana, making a cut in the air to open a rift. Then, he turns to Grayfia and says, "Well, this is just the beginning, but first…" Now, we see Dante transforming into his demon form, activating his Devil Trigger for Grayfia to observe. At high speed, he positions himself behind her, picks her up, and enters the rift with her.
As they cross, Dante, still carrying her, says, "How about that? Have you ever seen a demon like this?" Grayfia replies, "Miss Rias's brother should have a similar form, though more chaotic. In contrast, it seems you control it quite well. By the way, you can put me down now." Dante releases her and, after deactivating his Devil Trigger and returning to his human form, says, "Well, that's a part of my world. Demons have something like a 'trigger' to enhance our abilities. Why don't you take a look at this place for a moment?" Grayfia nods, "Alright."
After observing the area for a while, Grayfia notices a creature with a scythe; it's a demon. Grayfia says to Dante, "What is that?" Dante replies, "A demon; that's how the demons in my world are." Then, jokingly, he says, "Why don't you go and test your strength?" Grayfia agrees, "Alright."
We see Grayfia radiating a cold aura before attacking the demon with ice. The creature moves quickly and dodges the attack, approaching Grayfia from behind. She manages to evade the attack and starts to create ice around the demon, trying to immobilize it, but the demon ignores the ice and continues attempting to attack her. Grayfia concentrates her magic and creates a large icicle, finally managing to eliminate the demon.
After killing the demon, Grayfia watches as more identical demons begin to appear. She prepares to continue fighting until she hears gunshots, and the demons fall dead. Grayfia looks toward the source of the sound and sees Dante approaching. He says, "How's it going? These demons are annoying, aren't they?" Then he adds, "What do you think about heading back? You should have seen enough by now." Grayfia nods and says, "Alright." Dante takes out Yamato again, along with the strand of Grayfia's hair, and makes another cut. After the cut, a rift opens, and Dante tells Grayfia, "All set, now we can return." Grayfia responds, "I'll follow you." Both enter the rift and return to Rias's world.
Back at Grayfia's house, Dante says, "I met Rias by chance, and since I have some free time, I decided to help her in exchange for some money; after all, I don't have much." Grayfia looks at him and asks, "So, if you get paid more, would you stay?" Dante replies, "No, I still have things to do in my world, so I don't plan to leave there permanently for now." Grayfia says, "Alright, then I'm going to sleep, Mr. Dante." Dante says, "Good night."
The next day, Dante talks to the occult club group and says, "While you continue training, I wanted to know something. Rias, why don't you let Yuuto, Koneko, Issei, and Asia take care of the fallen angels?" Rias replies, "It might be too early for Issei and Asia." Dante nods and says, "Alright, but in the future, it would be good for them to do it. Also, I will protect them if anything goes wrong. How about that?" Rias nods, "Okay."
Several days of training pass until the moment arrives when preparations begin to face the fallen angels.
Gathered, Yuuto, Issei, Koneko, and Asia listen to Dante, who tells them, "For now, I know that the fallen angels are in a church outside of Kuoh. So it's very simple: you go, fight, win, and we leave. Any questions?" Issei raises his hand and asks, "I… how do we win? Also, I still haven't managed to awaken my Sacred Gear." Dante says, "Well, this mission is for you to awaken your Sacred Gear and to test how much you've improved in strength." Issei responds, "Then it's fine."
After walking to the abandoned church and getting close to it, Dante tells them, "Well, I sense a few presences. It seems there are four fallen angels, a large group of humans a bit stronger than normal, and a single human with strength comparable to the fallen angels. So remember the plan: it's simple. You enter, fight, and we see if Issei manages to awaken the Sacred Gear. If anything goes wrong, I'll intervene." Then, Dante looks at them and asks, "Understood?" Everyone replies in unison, "Yes!" and prepares for the fight.