Death the Kid, Liz, and Patti have arrived in the Sahara Desert to go after a special train that has run without stopping for 100 years. It does so through a demon tool that Arachnophobia is now after, and their job is to prevent this and recover it themselves. When they arrive at a train station in the middle of the desert, there is already someone there, but this person doesn’t say anything to Kid or the girls. The train soon arrives on time, however the way it arrives is by bursting out the sand. An agent of Arachnophobia named Fisher King immediately grabs onto it and gets on, and Kid is further surprised when the other person at the station - Mizune - suddenly cancels her Soul Protect and flies after the train.