The special has two parts, akin to an omnibus format. Adapted from the "Setsumushō-hen" (Shā Wú Shēng Chapter) story from the side novel Thunderbolt Fantasy: Tōriken Kōki Gaiden, part one is a prequel about Shā Wú Shēng's past. Meanwhile, part two adapts a new story penned by Urobuchi starring Shāng Bù Huàn. This story takes place between season 1 and season 2.