Blue Elysium is a newly constructed, additional manmade isle off the Demon Sanctuary of Itogami Island: the latest, greatest resort, boasting pools, and an amusement park! Yaze schemes to invite Kojou and the others to the isle before its public opening, but somehow the "free" trip lands Kojou in a horrid part-time job.

Meanwhile, Sayaka Kirasaka, Shamanic War Dancer of the Lion King Agency, visits Blue Elysium as well. Her mission: to rescue the mysterious girl Yume, held captive inside a research facility. But, an unknown Attack Mage appears before Sayaka, a "Priestess of the Six Blades" using the same techniques as Yukina!