A few days later, Cervantes had followed the Sword's directions to a town where a large number of Soul Edge shards were present. Being a major trading port, the town accumulated a lot of rare treasures from passing ships. Questioning some traders, Cervantes learnt that the shards were being stored in the vaults of the local moneylender's shop. A very rich man, the moneylender had his own private army of well equipped, well trained, guards, whose job is was to guard his massive underground vault. Cervantes would never demean himself by paying money for the Soul Edge, which was rightfully his, so he decided to break into the vault.

Cervantes entered the shop, and proceeded to the basement stairs. Noticing him, the guard at the head of the stairs stopped him, "Sorry. This area is private. No admittance." Cervantes gave him a long, cold stare that chilled the guard to the bone, and then continued down the stairs. Foolishly, the guard drew his weapon. Cervantes, lightning fast, drew the Soul Edge, and ran the guard through. When Cervantes reached the bottom of the stairs, he noticed that the guard's death-scream had roused his companions. The corridor before him was filled with armed men. Many of them were armed with muskets. One of the men recognised Cervantes. "The Immortal Pirate! Shoot him!". Cervantes began to run towards the guards, drawing his swords as he ran. The guards opened fire. Cervantes was peppered with musket balls, opening bloody rents in his clothes, but he continued his charge. "Fools!" he shouted, "Does the word "Immortal" mean nothing to you?" Unknown to the guards, the only way Cervantes could be killed was by decapitation. The muskets had no useful effect on him, and the wounds they caused would heal in a matter of minutes. Cervantes reached the guards, and after a minute of blood-mad hacking, stood victorious among the dead, as the Soul Edge absorbed the souls of the dead. The vault was at the end of the corridor. The solid steel door was locked, so Cervantes struck it with the Soul Edge. The door shattered with the first blow, so powerful had the blade now become…

Cervantes entered the vault, and followed the Soul Edge's directions to the shards, which liquefied and joined to the blade of the Soul Edge. But then, Cervantes heard the Soul Edge warning him of a much greater magical presence, of the same type as the shards. This presence was very close, and getting closer by the second. This could mean only one thing… Nightmare had entered the vault.