The girls question Chizuru about what happened to Yuuji but all she tells them is a message left by Yuuji himself telling them not to look for him or to get too deeply involved if he suddenly disappears as this is how his "company" works. Chizuru gives a brief explanation of Yuuji's relationship with Heath Oslo causing Yumiko to hypothesize that the government may be using Yuuji to bargain with Oslo as he considers Yuuji to be very important. Chizuru warns them not to do anything that might worsen Yuuji's situation. She also announces that Mihama Academy will be closing soon due to Yumiko's father, the school's main sponsor, losing his position and because Makina's family has stopped giving contributions to the school. Later that night, the girls enter Yuuji's room and find diary-like entries about the girls written all over his walls and floor including one that appears to be a suicide note. JB suddenly calls them and confirms that the news of Yuuji being a terrorist is false but he is still under suspicion and is being kept in a holding facility.
The girls then gather information about Yuuji and Heath Oslo using Yumiko's information network and learn that Oslo had smuggled a weapon of mass destruction into Japan. Yumiko herself confirms this when she meets one of her connections who is none other than Robbert Wallson, Yuuji's old friend and comrade in the army. Robbie, now known as James Okada, is a former intelligence operative and has opened his own soba restaurant after retiring. James reveals Yuuji's location and gives Yumiko a detailed explanation about the Thanatos System, a semi-organic computer capable of hacking into every internet-capable device and can be considered the "brain" of the nation itself. James explains that acquiring the Thanatos System is Oslo's true goal and since the government cannot hand it over, they turned Yuuji into a bargaining chip after Oslo attacked the Consulate. Meanwhile, the other girls were reflecting on their future plans. The next day, Mihama Academy officially closes and all the girls, except Michiru, meet at the school's entrance where they resolve to help Yuuji even if it means that they can never return to their old lives. After Sachi gives a farewell speech to the school, the girls prepare to leave but Michiru barely arrives after finally sorting out her feelings and all 5 of them leave Mihama Academy together. Back in the holding facility, Yuuji is introduced to the Thanatos System itself which uses a hologram to project the image and voice of his supposedly deceased sister, Kazuki Kazami.