As Oz Vessalius and his valet, Gilbert, are reunited with their dear Uncle Oscar, they fail to notice an alienated Alice lost in thought stumbling right into the lurking Xerxes Break. Before Alice can take heed of Break's warning of a trap set by the Cheshire Cat - a powerful, extraordinary chain - she and Break are spirited away to Cheshire's lair, where both danger and fragments of Alice's past reside. With Sharon's help, Oz and Gil find a way to enter the sealed dimension of memories, but not only do their allies await them there, so too does the man from Alice's earlier memory! Does he hold the key to the truth about Oz's "sin"?
Uncle Oscar finds out that Oz, Alice and Gilbert went to town to find Gilbert's hat, which they had lost earlier, from Break and Sharon. Oscar complains about how this could have been the first time in 10 years since he could have gotten 'cuddly' with Oz and Sharon offers him to join Break when he plans to go out. Oscar asks Break what he's scheming and the later tells him he's not being very nice but he was happy the prey took the bait quite nicely so he was going to make sure it didn't 'eat it and run away'.
Alice suddenly stops walking as she felt something. Oz asks her about it but she brushes it off as nothing before following him and Gilbert. They reach an alleyway and Oz tells Gilbert he thought it was there and Gilbert starts to shake worried about his hat. Oz asks why he doesn't just buy a new one and Gilbert tells him......
Alice had just woken up after seeing one of her lost memories. Not knowing where she was she realized she was no longer with Oz but with Break in Cheshire's Dimension, a place that is neither in the Abyss nor on the surface world but a sealed dimension that does not belong to any one place. After a short discussion between the two they are suddenly attacked by many objects that resemble toys though they are shortly taken out by Break. He gives Alice the scarf he recently knit calling it an "amulet" before they both run down the hall ending up at the bottom of a staircase towards a path leading to some sort of building.
Alice asks Break how she and Cheshire are special Chains to which Break replies, 'You're an illegal contractor's chain yet you don't eat humans, do you? You also retain a human-like personality'. He also metions that her and Cheshire's reason of existence is different from other Chains.
Gilbert wakes Oz up once they arrive in Cheshire's domain. Sharon tells them about her Chain's ability to not only follow shadows but she's able to see and talk through them to people and asks them to look for Alice and Break. Suddenly Cheshire jumps down through the ceiling startling Oz and Gilbert and asks them how they were able to get into this dimension. He later says the reason he dragged Alice and Break here was because those two were enemies of the Intention of the Abyss. Gilbert, who still retains his fear of cats since childhood, is speechless and slumps to the ground while Oz tries to get him to snap out of it. While the two 'mess around' the Cheshire Cat takes the chance to take out the two and swiftly attacks them. Gilbert hits him but he quickly regenerates and heals his wounds. Equus then arrives to challenge the Cheshire Cat with Sharon leading saying not only is Equus good for reconnaissance but also battle. Cheshire takes the chance to leave and disappears while back on the surface world Sharon notices someone is behind her.
Oscar Vessalius arrived at Pandora only to find that the scheduled meeting had been postponed. He and Reim Lunettes were walking down the hall when they discovered Vincent Nightray fast asleep on the floor. They carried him back to his room, and upon Vincent's awakening found that his Chain, Dormouse, had come out. Vincent revealed that if he's not careful, he will fall under Dormouse's power and fall asleep. Vincent then told them that he too was going to attend the meeting because he was the one who killed William West. Oscar dropped a hint about Oz Vessalius, asking Vincent how the boy he saved was doing. Vincent then assured him that he would not tell Pandora that Oz had escaped from the Abyss. It was then revealed that Reim had been in the room and heard everything. He asked if what Vincent said is true and Oscar confirmed it, even adding that Oz signed a contract with B-Rabbit. As Reim thought over this new information, Vincent asked Oscar if he was willing to play a game of chess. Oscar accepted.
A flashback of Alice 100 years ago is seen. She is meeting Jack for the first time after he had fallen out of the tree near her window. Back in the present Cheshire has just attacked Oz telling him that he was getting bored 'playing' with him. Oz laughs at this and tells him that he truly is like a real cat. While Oz regains himself Cheshire calls Oz an 'usual human' before lunging at him again. Oz keeps running and Cheshire calls after him telling him even though he was definitely there he was not anywhere and this caused Oz to stop and think over what Break had told him before. A hand reaches through the mirror and stops Cheshire from delivering the final blow, wraping itself around Oz and calling Cheshire naughty. Jack tells Cheshire that to hurt Oz would only make 'someone' suffer and that he should have thought it through carefully. Cheshire suddenly turns toward the other mirror that was housing Break while Jack and Oz disappear through the mirror.
When Oz finds Gil after exiting the mirror he asks how his wound is and continues on about thinking he was dead. Gil merely smiles and tells him that he's fine while Jack walks over to them. He then asks......