As part of an investigation, Saya goes undercover and enrolls in the all-girl boarding school, Lycee de Cinq Fleche, in Hanoi, Vietnam. Meanwhile, Kai and Riku wake up at a hotel room and find out David and the others have left them behind, so they try to figure out where they went.
Back at the school, Saya is introduced to her talkative roommate, Min. In class, she also meets the snobby Anna Marie, who Min tells Saya to watch out for. Elsewhere, David is on the phone and explains his plan about having Saya infiltrate the school to find out the connection between it and the Chiropterans, as well as finding out more about Delta 6-7. He calls Saya to let her know to be on the look out for any Chiropterans that might appear and to destroy them.
Afterwards, Min tells Saya about the "Phantom." According to the story, there used to be a black-haired nun named Rosa, who constantly planted rosebushes, but they wouldn't bloom due to the Phantom's curse. However, she wouldn't give up and the rosebushes eventually bloomed, causing the Phantom to fall in love with Rosa. He proposed to her, and she agreed to marry him if he brought back a blue rose. He searched everywhere for one, but never found one, and Rosa eventually died. This made the Phantom cry for the first time, and his tears made blue roses grow all around him. He took one of them, placed it on Rosa's grave and disappeared. Supposedly, now, whenever a black-haired girl comes to the school, he reappears to give her a blue rose and take her away.
Min points out that the Phantom appears on the school's bell tower at night during a crescent moon. She notices Hagi, who has gone undercover as the school's gardener, and thinks he may be the Phantom. Saya, though, thinks the story is nothing but a legend. However, Min tells her that the Phantom is indeed real.
Meanwhile, Kai and Riku are unable to find out where Saya and the others may have gone, so they decide to go to Vietnam's capital, Hanoi, and search there. Back at the boarding school, while talking with Ms. Lee, Carl spots Saya and Hagi talking nearby. Hagi gives Saya a dagger for protection. She intends to investigate the bell tower later.
After a little late night chat with Min, Saya secretly heads over to the bell tower while everyone else is asleep. As she reaches the top, she sees a candle on the banister by the stairs. While she looks around, the Phantom appears and attacks her. She stabs him with the dagger Hagi gave her, but it doesn't affect him at all, as his wound quickly heals. Seeing she's in trouble, Hagi appears and fights him off, and the Phantom disappears into the night, leaving a blue rose behind for Saya.