Alice and Kazumi decide to sneak into Holmes Academy for a chance to see Milky Holmes, where they end up getting inadvertently knocked out by them. As the two state their desire to be just like Milky Holmes, they simply respond by saying if they want it, they should just do it, whilst trying to keep up a classy image. Later that night, Alice and Kazumi encounter the thief from before, Red Lion, donning their new detective uniforms to fight against him. Whilst Kazumi's Arrow Toys prove to be ineffective, she suddenly manages to shoot out a powerful arrow that knocks Red Lion out. The girls leave him in the custody of the police, leaving behind a calling card naming themselves "Feathers".