This is episode 2 to VII -Invitation to Madness-
After Yuki had gotten stabbed from a monster, she was surprised in fear and was at the virge of death. The monster had then aimed for Nana, leaving Yuki in its claw. In shock and fear, Nana had no idea what to do and was slowly being approached by the monster. Once the monster stopped, it had raised its other claw and had tried to attack Nana but had missed and knocked him down. Being in so much fear, Nana had tried to escape but was stopped by the monster after it jumped to the side he was trying to run away to. Once again about to be killed by the monster, Nana had unconsciously transformed the left side of his body and shot a beam which obliterated the monster, leaving only the claw with Yuki's body left.
Not knowing what he had just done, Nana had tried to forget it and headed towards Yuki to see if she was alive, she was, but just barely. Once Nana had gotten to her, Yuki had apologized and thanked him, then she quietly told him something and died right after. In deep sadness, Nana had carried her to where she had drawn on a piece of paper and was given some attention on the way there. After getting to where Yuki had lived, Nana used the piece of paper and wrote "I couldn't protect her" in English and had left after he knocked the door. Once Yuki's mother opened the door, she had saw the dead body of her daughter and had made Yuki's father come to the door, after they had both seen the body, they were in sadness and then the father had called the police. Nana then walks through the city emotionless and covered with blood on his back, attracting many peoples' attention.