Lucy confesses to Natsu that she loves him and wants to run away with him. However, Natsu realizes Lucy is not Lucy but actually Mini disguised as Lucy. Mini reveals she was sent there to keep him occupied. Natsu forces her to tell him where the real Lucy is.
Earlier that day, Levy was supposed to meet with Lucy for breakfast at the park but she's late. She hacks into the hospital where Aries is at and realizes that Nurse Angel isn't a real nurse. Gajeel arrives instead of Lucy. However, Levy sees through him and realizes he's someone else. It turns out to be Gemi. Before Gemi could attack Levy, Erza appears and knocks him out. She tells Levy to come with her.
Meanwhile, Lucy awakes in an abandoned building by the piers. Loke is looking out a window with a gun in his hand. She doesn't know that Loke has spent the whole day trying to build up the strength to kill her. He reveals to her that he has to kill her if Aries is to live.
Lucy tries to convince him otherwise. Killing her isn't the answer. Loke is cynical and tells her she doesn't understand. He doesn't have a choice. Lucy argues differently and tells him there's always a choice. Aries wouldn't want this.
Natsu arrives which startles Loke. He steps closer to Lucy and places the gun at her head, telling Natsu to drop his gun. The two get into a snark off competition with one another. Lucy tells them both to stop. She says something heartfelt which sways Loke to let her go. He says that he's leaving Aries into their hands. He knows that Lucy can protect her. He turns the gun on himself. Natsu shoots the gun out of his hands and calls him a coward. Natsu yells at Loke to fight. Someone is threatening the one he loves. He can't protect her if he's dead. So Loke needs to fight. Lucy says she'll help him. Natsu agrees...only because of Lucy.
Loke explains the entire situation. How Mistress came to him offering him the money he needed for Aries heart surgery. In exchange, he would become her DeadMan. If he ever disappointed Mistress, she would take back her kindness by ripping Aries's heart out.
Caelum appears and Mistress speaks through him. She tells him what a disgrace Loke was and how he'll regret ever disobeying her. She was going to kill Aries, ripping it out slowly. She tells Lucy that she'll get her hands on the Heartfilia treasure no matter what. She then orders Caelum to kill them all.
Natsu and Loke team up (with a bit of Lucy's help) and defeat it.
Natsu gets a call from Erza. Erza tells him to put her on speaker. She tells him that Shadowgear is okay and that Aries is in their custody as well. He confirms that Caelum is destroyed. Erza explains that Shadowgear with some help from Nichiya (this is where Erza took Levy when she grabbed her from Central Park) discovered that Mistress was actually Karen Lilica.
Karen was once one of Ichiya's 'flowers.' She discovered a bit of information that hinted at a priceless treasure in the possession of a certain family. The item would allow the person to come into great wealth/power. Before she could discover more about what the item was, Ichiya fired her from his 'company' after he found out she was going against their strict information policy and selling information to blacklisted buyers. Karen was able to smuggle the final bit of information she needed about the item before Ichiya shut her down. She discovered the item was in the possession of the Heartfilia family.
Lucy asks if this is the Heartfilia Treasure she was speaking about earlier. Erza confirms but states that the Heartfilia Treasure is merely the business strategies Jude Diamanti developed in his shipping empire that amounted to his vast wealth.
Karen's next move was to somehow infiltrate the family and obtain the item. After discovering that Jude Diamanti was a widow, she tried to become his new wife, believing that would give her direct access to all of the family's valuables. However, Jude spurned her advances and even ridiculed her for trying to seduce him. He lays some heavy insults her way and spurns her. Karen swears to herself she'll obtain the Heartfilia's treasure, but she also vows to herself, to ruin Jude Diamanti, destroying all he holds dear; aka Lucy Heartfilia.
To do this, Karen deploys Loke. Loke and Lucy's relationship causes an even larger rift between father and daughter much to Karen's delight. She tells Loke to marry Lucy in order to become part of the family. Once he's in, then she'll stage Jude and Lucy's death and the Heartfilia treasure will be hers. Once she gets the treasure, she promises to release him of the contract she has with him. Loke and Lucy get "married", but then Jude disowns Lucy, stopping Karen's plan. Karen doesn't believe Jude would cut out the only remaining member of his family so abruptly, so she decides to be patient and call Jude's bluff. She tells Loke to leave Lucy and come back to her. Karen didn't want to spend the time she had to wait without her favorite play toy. Loke does as he's commanded and returns to Karen, leaving Lucy brokenhearted and estranged from her father. Lucy moves to New York and five years pass without hearing from either of them.
Karen wants to make it easier for Loke to return to Lucy, so she devises a plan to destroy Lucy's company and alienate her from her friends. Karen's company is called "Dark Nebula." She bought all of Lucy's contracts with her authors and made it so no other authors wanted to bring their manuscripts to Urano Metria. With Lucy isolated, Loke sweeps in and becomes the crutch Lucy can rely on. He brings back old memories, weaving the spell to win her heart. It works.
But obviously her plans failed.
Jellal appears at the warehouse where Loke, Lucy, and Natsu are at. He's with a small team that starts securing and cleaning the area. Natsu tells the team an address to pick up Mini. Jellal tells them to follow him, but not before he puts Loke in special cuffs. Lucy protests but Natsu just shakes his head. They arrive at the penthouse Erza and Jellal were using as their base of operations. Erza shows Loke where Aries is at. Resting comfortably in one of the bedrooms. Loke weeps in happiness and thanks them for allowing him the chance to see her one last time. Jellal takes off the handcuffs and lets him have some time alone with Aries.
Once alone, Loke tells Aries how sorry he is. How he left her side all this time. How a day never went by when he didn't think of her. Aries wakes and Loke tries to walk away. Aries rushes into his arms and kisses him. She cries and cries and cries and she said she knew it in her heart that he wasn't dead. Loke pushes her away gently, saying his hands are so stained with blood. He doesn't have the right to hear such words. Aries grabs his hands, telling him that she'll bear his sins with him because they were done out of the love he had for her. They can work on forgiveness together. They can work on doing the right thing together. They can walk a new path in the light together. No matter what happens as long as they do it together, that's all she wants. She calls him by his real name, Leo. And he cries and cries and cries.
Meanwhile, Karen is fuming in her hotel room. Knocking things over and destroying furniture. Caelum's destruction was a major setback. He was her intimidator. Her enforcer. Her information collector. It was impossible to replace him. Unless..
Nurge Angel walks into the room, still in her uniform. She shakes her head at the mess. She takes in the empty bottles and smashed cigarette buds and said these were not a healthy life choice. Karen asks if she killed the little bitch like she ordered. Nurse Angel tells her that was told to watch over Aries and that's what she did. Karen yells at her saying she told Angel to "take care of her" meaning to kill her. Exasperated, Karen picks up a gun and angles it Angel. She said she'll do it herself, starting by getting rid of incompent people. She shoots the gun but the bullet ricochets off of Caelum who appeared in front of Angel, protecting her. Karen is shocked. She was watching the fight in the abandoned warehouse. Caelum was destroyed. Caelum knocks the gun out of Karen's hand and shoves her against a wall.
Angel corrects Karen and tells her this is the real Caelum. What Karen was given, was just a prototype. There was no way they would trust her with the real thing. Karen takes a closer look at the machine and realizes subtle differences in their makeup. Angel points to a chair and Caelum extends one arm to right it before shoving Karen into it. It clamps it's hands down on her shoulders, locking her in place despite her struggles.
Angel explains that He is not happy with her. Angel opens up a briefcase she brought with her and puts on gloves. She tells Karen that she had one job. Find out the true identity of the Heartfilia Treasure. In return, He offered to help an ugly Weed such as her get her revenge on Jude Diamanti by killing him. He even offered Caelum and Angel to help her achieve the job. Angel explains Karen was greedy and selfish. In no way did He give permission for Karen to attempt to kill Lucy. She was off limits.
Karen says it was one spoiled rich brat. What does He care about her? Her death was meaningless. Angel looks at Caelum. Caelum breaks Karen's arm, making her cry out in pain. Angel nods and Caelum breaks the fingers on her left hand as well.
Angel frowns and tells Karen that questioning Him is a sin. Karen whimpers in her pain, begging for her life. Apologizing. Asking for a second chance. Angel smiles at Karen, wiping her tears away saying she understands. That's why Angel is take care of goes back to her briefcase and pulls out a needle, filling the syringe with a black liquid. She injects the contents into Karen's arm, telling her He forgives her.
Karen screams in pain failing around as the black liquid runs through her veins, the path clearly marked on her skin. Karen dies, her face twisted in agony. Angel smiles as she closes Karen's eyes. She tells Karen that her death was His mercy.
Back at the penthouse, Lucy won't stop asking questions. She wants to know who Erza and Jellal are, remembering them from the bakery. Who were they working for? Were they a part of the Mafia? Erza pats Lucy on the head while she throws keys at Natsu. She said it was a safehouse upstate. Take Lucy there. Lucy refuses to go not until she knows what's going to happen to Loke or Aries. Jellal explains that Loke will be coming with them. He will answer for the crimes he committed as a DeadMan. Lucy protests but Jellal interrupts her. He tells her that Loke has killed people. He's done terrible things to innocent people. He had a choice to become a DeadMan or not. He chose this path and he should live with the consequences. Lucy starts to speak when Loke comes out of Aries's room, telling her that Jellal is right. He has to face the consequences of his actions.
He asks if he could speak with her privately. Natsu says fuck no, but Loke smiles softly and asks to speak with Natsu as well. Erza said the balcony will give them the privacy they need. The three head out there and Loke introduces himself as Leo to them. He tells them his real name and then apologizes profusely to Lucy. He loved her and cared for her but it was a different kind of love. He hopes he can earn her forgiveness one day. She hugs him and tells him that there is still pain and hurt in her heart. She said she understands his choices, wrong that they may be, but hopes, one day, she can offer that forgiveness to him.
Natsu pushes them apart, not liking the prolonged contact. Leo laughs and thanks Natsu for giving him the courage to fight for the one he loves. Natsu shrugs off his thanks and punches him on the shoulder. He tells him to never give up again. Leo nods, punching him on the shoulder too. He whispers to Natsu now that he's out of the picture, to not give up on Lucy. Natsu gets momentarily flustered but Jellal joins them. He puts Leo in the handcuffs and tells him it's time to go.
Erza tells them that she'll keep Aries here but move her to a secured location tomorrow. She will be under their protection going forward until they neutralize all threats targeting her. Mistress was still large and until they get to her, they'll watch over Aries. Leo is happy and new tears fall. He thanks them as Jellal leads him out of the penthouse.
Erza looks at Lucy and tells her that protection extends to her too. It was time to worry about herself. She looks at Natsu and tells him his mission is to protect her until they can take care of Karen. Natsu scoffs saying that he doesn't need to be assigned a mission to do that. Lucy still has more questions but Erza pats her head again, telling her there is a time for those answers, but now is not it. It's time to rest and heal.
Natsu and Lucy drive up to a small cabin outside the city. They don't talk much but take showers and curl up together in the same bed. Before they go to sleep, Lucy thanks Natsu for coming to save her again.
The next morning is Christmas. Lucy wakes and goes out into the living room feeling drained. She can't believe the events of the past 24 hours. There were still so many things going through her mind. So many unanswered questions. She felt like she couldn't fully grasp what was going on. As she stepped into the living room, all the questions disappeared. The room was transformed into a Christmas dream. Natsu was in the middle of it, wrestling with garland. She laughed so hard she started crying, and then kept on crying. Natsu races to her and he asks what's wrong. Lucy says everything is wrong and then kisses him.
Natsu pulls her away slowly, looking at her in shock. For once he's speechless. Lucy smiles and picks tinsel out of his hair. She says everything is so muddled and scary and confusing. The past 24 hours she's been kidnapped, threatened, and held at gunpoint. Her ex-fiance was the one trying to kill her. There's a woman who wants to kill her still running on the loose. And lists all the other horrible things that are going on in her life. However, none of that matters when she looks at Natsu. Everything may be wrong but how she feels about him when she's with him, isn't.
Natsu walks to the Christmas tree and picks up the one present underneath there. He hands it to Lucy. She opens the box and inside is a key. He tells her that his father...his birth father once told him that a man's most important treasure is the one who feels like home. He explains that the key is to his childhood home in England. He wanted her to have it because it was the one place that he has ever been truly happy. He feels that happiness again, when he's with Lucy. To him, being with Lucy feels like coming home. She is his home.
Lucy cries. They hug. Lucy says Natsu is her home kiss.
Angel is on a boat watching as Caelum pushes over a large body bag weighted down with rocks. (hint hint it's Karen). She pats Caelum on the head and tells him he's such a good robot. A man comes out on deck telling her not to treat his robots like pets. Angel tells Wall to have a heart before she laughs asking if he gets the joke? Because he is also part robot. He rolls his eyes and tells her He should be arriving any minute now. They should join the others below deck. Angel nods saying she was just taking care of some trash. They go inside and into a conference styled room where other people are all gathered. They take their seats and as they do, the lights go out. When they flicker on again, a man is seated at the high point of the table. He says preparations are now complete. It's time to move on to the next phase of their plan. He smiles and nods at the screen in front of them where a picture of Lucy is on display. The End