After succumbing to an unenviable fate, Kiritsugu Emiya has left Shirou Emiya the duty to save mankind in his place. The world is dying and time is ticking, but when the salvation Shirou seeks is at the cost of his only family left—his younger sister—will he still have the heart to pursue this duty? Shirou is now pressed with the choice to continue being a hero of justice—or become the very evil his ideal has vowed to vanquish. The orphan is alone once again, yet his body is still made of swords. The Fifth Holy Grail War now begins with his oath under snow.

Following Madoka's rewriting of the universe, sacrificing herself and her happy normal days to save all magical girls from the cruel fate that awaited them by wiping witches out of existence, the despair still manifest into creatures known as nightmares. Magical girl Homura Akemi continues to fight alone in the hope that she will be able to see Madoka smile again.