This episode opens with a fairly disturbing, gruesome scene. Rin is tied to the x-frame in the center of a circle, being tortured to death. Yukio is understandably shocked and upset, because he had believed his grandfather intended to cure Rin, not kill him. Ernst however intended to kill Rin all along; he needs Rin in order to open a gate into Gehenna so that he can drop a bomb into the gate that will destroy Gehenna. (I am strongly reminded of several different StarGate SG-1 episodes that involved sending bombs through stargates.) Yukio of course immediately offers to take Rin’s place. (Because he still believes destroying Gehenna is a worthwhile goal if it will cure Rin of being half-demon.) Ernst accepts.
The scene switches to Mephisto and Amaimon, who are watching from a distance. They discuss the situation and do not seem to be very worried about it. Mephisto mentions that things would have gone much differently if Rin had never drawn the sword. He seems to find the situation to be extremely entertaining and is eager to find out what happens next. Then we go to the opening credits.
When we get back from the opening credits, we see Yukio adding his blood to the demon blood being used to create the gate. Then he screams and all of the exorcists present burst into blue flame. Ernst does not seem to care, and is very confident that his plans will be successful. Next the scene switching to Ryuji and Rin’s friends who are a little freaked out to see Yukio haloed by blue flames. Shiemi rushes forward. She is blocked by a blast of fire and Yukio telling her to stay back. Then the gate erupts with cackling monsters. Then the bomber appears and drops the bomb, and completely fails to destroy Gehenna.
It turns out that this entire situation was the result of Satan manipulating Ernst into creating the ideal situation for Satan to take over one of his kids and opening a gate between Gehenna and Assiah, forcibly combining the two worlds. Satan explains all of this to Yukio, and tells him that Ernst killed his mother. Yukio says that Satan is lying, but Satan helpfully provides Yukio with all of his memories of what happened.
In the next scene, we see Shiro Fujimoto, who is shouting at a young woman. This is Yuri, and she seems to be very fond of the nastier variety of demon. Shiro wants Yuri to go back to the Vatican with him, but she refuses. As they argue, it’s revealed that she has been possessed by Satan. Unlike other people who have been possessed by Satan, Yuri is not harmed by the flames. Yuri was a young exorcist who was investigating a haunted forest.
The demon haunting the forest turned out to be Satan who was attempting to find something he could possess without destroying it. (Until he met Yuri, he was not doing very well.) For some reason, Yuri decides to feel sorry for him, and they end up becoming very close. Yuri decides that peace is possible between Assiah and Gehenna, and Satan agrees with her. (The being in questions is not very much like the biblical Satan. He is more like a mercurial and dangerous energy creature from Star Trek. As a result he does not realize or care about how much damage migh occur because of his methods.) We also learn that Ernst was quite willing to have his daughter killed. The “Blue Night” was the result of Satan attempting to rescue her. He succeeds, and Yuri escapes.
In the next scene, Mephisto releases Shiro from the cell where he had been confined after returning with Yuri. (He was initially accused of having seduced Yuri.) The plan is at first to hunt Yuri down and dispose of her and her child. What actually happens is that they find Yuri who has given birth to twins, and is dying. Shiro plans on killing the babies, but finds that he is not able to do so. He tells Mephisto that he is going to raise the children as his own, and Mephisto agrees to assist with this plan. (Apparently because he thinks this is the funniest idea ever.)
We come back to the present day, with Yukio trying to deny the information he’s been given. Satan argues that he is in fact telling the truth, and Tells Yukio to ask Ernst if he won’t believe him. Yukio asks his grandfather, who confirms that yes, he did intend to have Yuri killed. (He also states that he hates Rin and Yukio.) Yukio is horrified, and Satan takes over completely.
The scene shifts to Ryuji and the kids, who are completely horrified by what they are seeing. Rin, who has been unconscious through all of this wakes up in time to see Yukio cackling with glee, engulfed in blue flames. Rin charges forward, demanding to know what is going on. Then we go to the ending credits.