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Tsukumo, Yogi, Gareki and Nai arrive in Rinoll and begin investigating a house. Elsewhere, in a government meeting, the Round Table question the decision by Circus to permit Nai freedom. Hirato suggests that in case of a worst case scenario, he will kill Nai before Kafka gets to him. Back in Rinoll, Yukkin, the mechanical snowman goes missing and is found by members of Kafka.
Upon arriving in Rinoll, Azana briefs the team on the house they will be investigating. Yogi, hugging Nai, interrupts by cursing Hirato for tricking them. In a flashback, Hirato thanks Yogi and Tsukumo for helping out with the show, but points out some deficiencies that witnesses questioned. Despite all the problems, no one was injured, and Hirato gives them a reward. In a relaxing tone, he asks if they would do a small investigation on a mansion in Rinoll. Back in the present day, Yogi mourns about the cold but is quickly subdued when Azana brings out a gift from Hirato: a mechanical snowman called Yukkin, who is capable of generating heat. Yogi is delighted but questions Hirato's true intentions, while Gareki thinks to himself that he probably came as bait for the Varuga. Musing about how he's always between superior forces, Gareki comments that he won't feel satisfied until he makes use of them himself. Yogi, seeing Gareki blow on his hands, offers Yukkin to him but Gareki denies it, saying to give it to the woman and children. Tsukumo retorts that she is older than him, prompting an annoyed Gareki to thrust the snowman at Nai. While looking at him, Gareki analyzes the reason for bringing Nai here, when he is an important government sample and it would be safer to lock him up instead of allowing him freedom.
At the Round Table of Z's meeting, a government official voices the same question. Akari answers, stating that in previous experiments, confining the Niji resulted in their deaths. He explains that a natural environment with interaction and sounds is essential for keeping Nai healthy from stress. Asking cooperation from Bizante and Second Ship's Captain, Akari finishes by requesting permission to monitor and investigate changes in Nai's environment. The government officials argue about the matter, targeting a new issue: the danger of taking Nai around. Hirato answers, pointing out that though the Research Tower and Circus have different objectives concerning Nai, and even though Circus understands the risk, what the government is really worried about is the possibility of Nai being captured alive by Kafka. Hirato states solemnly that if that time comes, he'll kill Nai with his own hands.
After, Akari storms out demanding a calm Hirato what he meant during the meeting about killing Nai. He says that because Nai's worth to the Research Tower is to be a sample, which is equally as important as Circus's goals, Hirato cannot simply decide Nai's fate by himself. Hirato, smiling to himself, bows to and states that because Akari saves lives, and he destroys them, they must have their differences. Tsukitachi comes up and assures Akari that Hirato probably doesn't mean to kill Nai, that he subtly manipulated the government into letting Nai live. Since the analysis of Karoku's notebook was not producing results, the government began to question Nai's usefulness, but after hearing Hirato's proposal of the worst case scenario, they decided not to be hasty and observe.
Back in Rinoll, the team has arrived at the mansion. Yogi reveals that the mansion, which is the villa of a company director, is suspected of connections with Kafka. They begin sorting through the rooms, while Yogi suggests that Nai could play in the snow later. Gareki, absorbed in looking at a book, comments that snow feels new to him too. Yogi wonders if this is Gareki's first time in snow, and resolves cheerfully to spend the last day playing.
Outside, the wind has not stopped, and Yogi discovers that Yukkin is missing. Yukkin, having fallen down a hole, is discovered by Kagiri and Kiharu. Kagiri ominously muses what to do with it, while the members of Second Ship search for Yukkin.
Characters in Order of Appearance
Characters in bold denote the character's proper appearance.
Characters in italic are only seen briefly and have yet to make a proper appearance.
Magic in bold denotes the magic's first appearance.