Detective Opera Milky Holmes

Whilst Milky Holmes fights against a demon created from Doom Angel and Darkside's Toys, Alice and Kazumi head to the rooftop, where they find the two planning to unleash a giant ball of energy destroy Yokohama. However, their Toys go out of control and suck themselves inside the ball. Believing in their own strength, Alice and Kazumi use their combined toys to destroy the ball, whilst Shion manages to save Doom Angel and Darkside using his own Toys of flight. As the incident comes to a close, some of Color the Phantom begin new lives, Milky Holmes decide to take Alice and Kazumi under their wing as Milky Holmes Feathers.

As Kazumi ends up joining Color the Phantom, going against Keiko's calculations to have Alice join, Alice discovers a hidden room in her house, confirming her parents are also phantom thieves. Keiko decides to test Kazumi's resolve by having her Opera Kobayashi's cap, but she is unable to go through with it. After pointing out that Kazumi had only joined out of inferiority to Alice's powers, she escapes, leaving Kazumi alone to fight against Milky Holmes. However, Alice steps in to protect Kazumi, telling her she is willing to become a thief as well in order to stay with her. Realizing that what she wanted all along was to stay by Alice's side, Kazumi decides to return to being a detective.

Alice and Kazumi are called over by Milky Holmes to meet Ellery Himeyuri, who had previously helped them during a case years ago, asking them to let her stay at Alice's house during her last night in Yokohama. Ellery spends the evening with Alice and Kazumi, where she reveals she knows their identities as Feathers. That night, they learn of a French thief named Monseur Miller, who uses his Toys to make duplicates of himself out of mirrors. Using her own Induction ability to copy Alice's Toys, Ellery manages to stop Miller by using Alice's shields to deflect Kazumi's arrows. As Kazumi grows concerned that Alice is much stronger than she is, Kokoro's police partner Keiko Totsugawa, who is secretly one of Color the Phantom, takes a picture of the Feathers and learns about Alice being Shion's brother.

After Blue Phantom retreats upon the arrival of Milky Holmes, Kazumi is downhearted that her Toys were unable to respond. Whilst heading to ask Milky Holmes for advice again the next day, Kazumi comes across a staircase leading to a mysterious room containing logs of the times Milky Holmes had lost their toys, helping her to realise more than one Phantom was involved the previous night. Later that day, they manage to trap Ryuko, who is revealed to be one of Color the Phantom, Yellow Black Hole. As the Blue Phantom joins the attack, Alice deduces the powerful arrow Kazumi shot the other day comes from combining their Toys together, knocking back Blue Phantom and revealing him to be a TV presenter. Ryuko leaves a cryptic message for Alice and Kazumi before escaping with Blue Phantom.

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, donning their new detective uniforms to fight against him. Whilst Kazumi's Arrow Toys prove to be ineffective, when combined with Alice's Barrier Toys, they combine into a powerful arrow that knocks the thief out. The girls leave the thief in the custody of the police, leaving behind a calling card naming themselves "Feathers".

Mori tells Milky Holmes they may be able to regain their Toys by finding an artifact called Pandora's Pot underneath the ruins of Holmes Detective Academy. However, what they actually unleash are all the evil Toys that Sherlock Holmes had sealed away long ago. As Mori makes off with one of the Toys, the rest are absorbed by the lard obsessed Buta, who vows revenge against Milky Holmes from keeping him from his lard. Gaining incredibly power from the Toys, Buta starts to steal all the lard and fat in Yokohama, causing everyone to become all dried up and full of static electricity. G4 and the Gentlemen Thieves stand against Buta, but he uses a powerful Toys that turns everyone into no-good idiots. However, Milky Holmes are unaffected, since they are already idiots, so Buta uses all his lard to transform into a new form.

After spending the night searching for Henriette, the girls discover that the Academy is being shut down and all its residents being transferred elsewhere except for Milky Holmes. As both Milky Holmes and the Gentleman Thieves start to lose their grip on reality from missing Henriette, Cordelia unleashes a strange power that traps everyone in an illusion. Kamaboko manages to get Stone River out of the illusion, who in turn gets help from Hercule to rescue everyone else. As the Gentlemen Thieves part ways, Milky Holmes decides to start up a new Holmes Detective Academy.

As Milky Holmes encounter G4, who are searching on the Enoden Express train for a terrorist planning to bomb a statue, they decide to help look for the culprit after Kokoro is mysteriously knocked out. After a series of bizarre events, they discover the culprit is the conductor who is a fan of Kokoro and wanted to meet her. As the mystery behind Kokoro being knocked out is solved, Milky Holmes takes pride in their achievement until they accidentally blow up the statue themselves.

As Milky Holmes have trouble sleeping together, they unconcsciously activate their Toys to interfere with each other's dreams.

As Milky Holmes laments the loss of their farm, Hercule notices their Toys have returned, with the others oblivious to the fact. Hercule is later given a strange painting from her part-time job, which peaks the interest of a wealthy man as it reminds him of his long lost wife, offering a large sum which Nero accepts. However, a wind blows it away, leading to a rampant chase throughout town, with everyone besides Hercule oblivious of their use of Toys. The soon find the painting underneath a beached whale, which Hercule manages to lift off using her Toys, launching it into a pirate ship that held the man's long lost wife hostage. After eating some sushi, which Hercule forces Nero to use her money to pay for, the girls return home to learn from Henriette that the Holmes Detective Academy may be shutting down, the shock of which causes them to lose their Toys again. Hercule reminds the others of their duties as detectives and together they start thinking of a way to save the academy.

With their Toys returned, Milky Holmes battles against Arséne, who uses her illusion Toys at their full potential, producing tangible illusions, culminating in a battle in the outer atmosphere. However, after running into her cleavage, Sherlock realizes Arséne is actually Henriette, though they appear to forget this upon crashing back down to Earth. Arséne decides to retreat and 'return' Henriette. Milky Holmes are thanked for their rescue of Henriette, only to discover their Toys have also disappeared as a result of the impact. However, Henriette postpones their expulsion and refurbishes their attic room, where they soon introduced to a transfer student named Mori Arty.

An exam is coming up, but Milky Holmes don't study for it since they assume their Toys will come back, resulting in complete failure. They then hear about a robbery by Arséne, assuming it is the trial Holmes mentioned, only to find Stone River, Twenty and Rat fighting amongst themselves. When the thieves turn their attention towards Milky Holmes, they are beaten easily due to their Toys not working, forcing Kokoro to rescue them from an explosion. Henriette becomes frustrated at Milky Holmes' lack of progress and sets fire to their attic, declaring them expelled from Holmes Academy.

After being tricked by Kokoro with more false hopes of retrieving their Toys, Milky Holmes end up catching colds. Henriette spends the night nursing them back to help and ends up catching a cold herself. Milky Holmes decide to help nurse her back to health, and upon changing her clothes find her Arséne disguise, though they quickly pass it off as cosplay. Sherlock gives Henriette a rather dubious medicine that causes her Toys to go berserk, trapping everyone within a strange Momotaro-inspired illusion.

The Princess of Marlo, Claris, who bears a striking resemblance to Sherlock, doesn't want to get married to a prince in order to support their country. Wanting to be a normal girl, she runs off and finds Sherlock and offers to trade lives with her for a day. While Claris hangs out with the rest of Milky Holmes, Sherlock spends the day with her prince-to-be, Pero, who is a masochist with a catgirl maid fetish. As Claris contemplates staying in this new life, her identity is discovered by Henriette, who tells her to stop running away from her troubles. Getting the help of Milky Holmes, Claris gets to the church before Sherlock gets wed to Pero, revealing she will reach her dreams with her own hands. Pero reveals he had been trying to get her to put off the marriage, as he was in love with her grandmother, who he marries, connecting the two countries after all.

Milky Holmes and G4 are informed about a girl named Irene Doala who went missing in the Yokohama woods. While searching for her, Sherlock and Kokoro become separated from their respective groups, winding up in a cave along with Irene. Irene explains she got lost while finding a treasure chest so she can stop her father's company from going bankrupt. When a bear attacks them on their journey back, Sherlock makes several failed attempts to rescue them only be coincidentally saved by an unexploded bomb. They are later found by G4 and returned home.

As the Gentlemen Thieves continue their crime spree, Milky Holmes are having trouble adjusting to the poorer life. Cordelia Glauca tries to convince everyone to be friends, but inadvertently makes things worse. Everyone's mood soon livens up when Sherlock Shellingford finds a stray kitten, naming it Kamaboko. When Kamaboko starts pilfering bread from the cafeteria, Milky Holmes are accused of stealing it. Wanting to protect the kitten, Cordelia takes the blame. In order to save Cordelia from expulsion, Milky Holmes investigate the crime scene, finding the true culprit and the reason Cordelia protected him. Learning the truth, Henriette revokes the expulsion and allows them to keep the cat.