Tasked with homework based on self-research, Asuha decides to do her research on underwear whilst Astarotte decides to research on a dragon egg found in the World Tree. When the nest falls and breaks, Asuha makes a substitute nest out of everyone's underwear, allowing the egg to hatch. Later, Audit tells of four years ago when Astarotte first met Zelda, who had been training under her master, Attley Reginhard. When a stray alpaca tries to attack Astarotte, Zelda awakens her senses as a guardian, deciding to become Astarotte's bodyguard. Eleven years ago, Mercelida, who wasn't ready to become queen, escaped from the castle and ended up in the human world, where she met Naoya. As Mercelida lamented how her coming into royalty meant the death of her sisters, Naoya gives her comfort. That night, Mercelida decided to have sex with Naoya to restore her magical energy before returning home.
