A young girl staying on the beach under a small shelter hears her puppy mewl and asks if he's hungry. They both hear a helicopter fly above the beach area. Inside the choppers is the assault team charged with recapturing or killing the horned girl known as Lucy. The mission leader offers a warning about a protective vector their target has, about which he has little to no further information. One of the team members, Bando, questions this and declares all precautions to be meaningless in light of their advanced training, even opening the ramp doors before landing, anxious to get started. In the nearby surf, Nyu, the childlike being Lucy has become since receiving her head wound while escaping, digs in the mud frantically. Back at the Maple House, Kouta contemplates the seashell that Nyu snapped in half and remembers Yuka's words about why she might have done it. Kouta answers a knock on the door to find two law enforcement officers, questioning him about a girl with horns who has to their description gone missing, and ask that Kouta call them if he sees her. After they depart, a concerned Kouta immediately rushes out, presumably to join Yuka in her search for Nyu.
On the beachfront, Bando and his junior partner, Satou, hunt for Lucy, with Satou asking about the powerful weapon their target supposedly possesses, and how to defend against such an unknown. His questions are cut off by the impatient Bando, just seconds before they sight Nyu crawling in the surf, delighting Bando. In town, Yuka walks and asks a police officer speaking to the same two policemen Kouta talked to earlier about her lost friend. Back at the beachfront, Kouta finds Nyu and asks why she is there, noting her cold and trembling body, and attempts to take her away, only to be struck from behind and held at gunpoint by Bando and Satou. The two soldiers debate their orders to kill Lucy, while Bando brushes aside Kouta's demand to know who they are and what they are doing there. A series of threats from Bando frightened Kouta into running with Nyu, only to be halted by warning shots and struck down before Bando holds Nyu at point-blank range. Yuka stops asking the police about her friend, recalling the beach as a place to look. The two other policemen also leave, wondering why such a mass mobilization has occurred, and the third policemen wondering how the girl in the picture could be dangerous.
Yuka arrives at the beachfront and finds the wounded Kouta, calling for an ambulance while he asks where Nyu has been taken. Yuka forgets her umbrella as the ambulance arrives and they depart. Elsewhere on the beach, Nyu clings onto Kouta's umbrella as she is dragged off by the two soldiers. Satou shows confusion at the situation, but his attempt to radio in their capture is brutally cut off by Bando, who wants to see the assassin and the weapon he was warned of in action. Seeing that she is hiding something, Bando demands to see it, striking her across the head as she attempts to flee once more. Bored, he turns his back and orders Satou to kill her as he smokes a cigarette. Apologizing to Nyu, Satou fires and the shot is heard by the young girl and her puppy, hiding in the shelter. Blood is seen splattered about the area. Bando looks back and sees Satou with a hole in him, just before the rest of him is silently torn to pieces. Bando's blow to Nyu's head has had the effect of reawakening the Lucy personality, who approaches Bando while brushing away heavy arms fire. A stunned Bando sees his nearby helmet crushed and begins to flee the assault of Lucy's invisible arms. As he is attacked continuously by thrown objects, Bando recalls his mission briefing about Lucy's two-meter vector range, taking out a boat that she has thrown. His efforts to get at her prove futile, especially when she picks up a machine gun from Satou's corpse, the gun-play being heard in the distance by the girl and her puppy, rousing them to curiosity. A taunting Lucy now has the drop on Bando, standing over him, his attempts to fire at her costing him a severed arm, a broken arm and then his eyes as he screams of vengeance. Before moving to finish him, she takes something from him that he had taken from her as Nyu, she sees the object and suddenly convulses in agony, runs off and reverts to Nyu while Bando still screams of vengeance. She runs away confused, passing the girl from the wood-pile shelter and her puppy, who seek out the source of the noises, finding Kouta's umbrella as well as the savagely wounded Bando. After shouting at him to calm down, she ties off his arm stump and tells him to be calm and not move while she calls an ambulance.
At the hospital, Yuka watches over the wounded Kouta till the two policemen from earlier wish to question him, and she leaves the room. The policemen insist to Kouta that there was no way his assailant was a soldier with a rifle while they have no witnesses to back up his story, and he, in turn, tells them the girl he saw on the beach was a college girl with short hair. They cryptically say as they leave that he was likely the victim of a gang member and that he should forget the incident since the doctor has said his injuries were not serious. On the beach, the girl and her puppy walk with the umbrella in hand, while Kouta and Yuka take a taxi home, with Kouta mumbling maybe in these circumstances, Nyu would be better off dead, but denying he said anything to Yuka. Dropped off back at the Maple House with a promise of Yuka's return the next day, Kouta finds at his doorstep the cold and wet Nyu, a seashell in hand to replace the one she broke. He embraces and thanks her while Yuka recalls Kouta's childhood promise not to forget her, and then that she must give Kouta the key to the house, asking the driver to turn around. At the Maple House, Nyu is catching a cold from her venture out in the pouring rain, with Kouta questioning her behavior and the activities of the soldiers and police officers, determined not to let anyone take her away again. Resigning himself to an awkward situation, he decides he must help her change her clothes, but his attempt to change her shirt with eyes closed leads to an accidental breast grope, which Nyu finds intriguing. He removes her shorts and has them over her legs with his eyes closed just in time for Yuka to walk in on them.
Back at the island facility Lucy initially escaped from, Kurama and his assistant know that Bando's injuries and Satou's murder were Lucy's doing, but still, have no information on her whereabouts. They enter a room marked with a large number Seven, where they say that someone who can prove useful to them is kept. She is a bleeding girl chained to a wall, with horns like Lucy's, who hears Kurama's voice and mutters the word 'Papa.'
|“||It's too cruel to describe it with a word - 'love'. What she felt was a sad imitation created in a world ruled by eternal pain and despair. That synthetic emotion could only serve a single goal. On the next Elfen Lied, Episode Three : Deep Feelings.||”|
- Unlike the manga, the introduction of other Diclonius leads directly to Nana, and not to an unnamed Diclonius, who still might be Nana, but could also be Number 28.
- Lucy reverts to Nyu upon spotting the shell Nyu found for Kouta in her hand. In the 1980's film Somewhere In Time, Christopher Reeve plays a time traveler who is unwittingly sent back to his normal time by a similar object reminder. This sequence plays out differently from the manga, wherein Nyu presented Kouta with the replacement shell just before Bando attacked.