Zagato's fortress, where the Water Dungeon is located, floats in the sky, protected by an invisible barrier that mirrors the sea. Wearing the Mashin, the Magic Knights shatter the barrier to find themselves face to face with Zagato, the last enemy. With his strength of heart, he has created a Mashin of his own so as to put an end to the legend of the Magic Knights.
As they fight, the Magic Knights question Zagato's action: Why abduct the princess if it means the ruin of Cephiro? Zagato's counter questions as to why the Pillar alone ought to keep praying for Cephiro confuse the Knights, but are ultimately drowned out by the raging battle and the girls' determined battle cries as they encourage each other to do what they have been summoned to Cephiro for, to fulfill their mission, to release Emeraude and thus save Cephiro so that they can finally go home together. All the while, Emeraude in her prison is calling out to them, hurting alongside those who fight and wishing for them to stop, but her voice is too weak to reach anyone.
With his dying breath, Zagato wishes for Emeraude's freedom.
With Zagato defeated, the Magic Knights storm the castle to grant Emeraude's wish that brought them to Cephiro – only to be greeted by a figure they do not recognize. To the Knights' disbelief, she introduces herself as Princess Emeraude. Despite having the appearance of an adult woman rather than that of the young girl who the Knights saw at the Tokyo Tower and at the Spring Eterna, she shares the same golden hair and eye colour with the princess they are familiar with. Though her behaviour seems odd and fairly unresponsive, they report the steps of their journey to her.
When they confirm Zagato's death, her rage and cry for revenge burst open the waterfall curtain to reveal yet another Mashin, and the entire place crumbles.
The Mashin save the Knights by pulling them back inside and evacuate, followed by a grimly determined Emeraude who wishes nothing more than to slay them with Zagato's sword. A single strike of hers splits the ground open. As the Magic Knights struggle to defend themselves against the destructive force, struggling to even keep standing, Emeraude's former self emerges as an apparition, speaking to them as the one wearing the Mashin seeks to destroy them. Convinced that the princess must still be locked away somewhere, the Magic Knights demand to know her location.
Finally, the apparition speaks to them. She reiterates that the one inside the Mashin is indeed her – her foolish self that has chosen to live solely for the one she loves rather than be Cephiro's Pillar. She confirms that she was the one to call them to Cephiro, but corrects them on one thing: It is not because Zagato, who is free of blame, imprisoned her and kept her from praying that Cephiro became an unsafe world full of monsters. She chose the prison of her own volition because she fell in love with Zagato. As Cephiro is a world bound by the heart, the Pillar has to pray for Cephiro's peace and happiness alone. When she fell in love with Zagato, he became more important to her than Cephiro itself; she selfishly forgot her duty and thought solely about Zagato's happiness. By shutting herself away, she had wanted to punish herself, hoping in vain that she would forget her feelings for him.
The truth behind the legend of the Magic Knights is this: No one in Cephiro may harm the Pillar, and the Pillar cannot take their own life. Should something happen to the Pillar, the world would fall into ruin. For that reason, they alone know the Summoning Spell to call those from the other world, those not from the Cephiro, so that they may kill the Pillar. Emeraude called the Magic Knights so as to die by their hands. The reason they must wear the Mashin is because they would stand no chance against the Pillar otherwise. Emeraude implores the Magic Knights to kill her before she loses what is left of herself and wholly gives in to hatred and the desire to kill; she begs them to slay her to save Cephiro before she starts wishing for its obliteration – to fulfill her first and last selfish request: to go to Zagato, to think of and be with him alone, forever.
Crying, the three Magic Knights merge into one Mashin, and as one, they deliver the final blow just before a flash takes them back to their world.
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