Yu is always leaving home early and coming home late, but won’t tell anyone what he’s up to, so Nanako takes on the ‘persona’ of Magical Detective Loveline in order to tail him and find out the truth. It proves difficult, as she’s distracted numerous times, but eventually it’s made clear Yu is meeting and spending time with several women of various ages.
With the serial murderer case closed and school out, there’s not much to do, so this episode is pretty laid back, and many days pass relatively uneventfully. But this new, more lightweight mystery arises, and it’s up to Nanako – not the Persona gang – to solve it. Things continue to revove around Yu, only this time, from afar. As the audience we’re just as puzzled as his sister.
Still, we were able to construct a reasonable scenario from observing his behavior through Nanako. It seems he’s helping various women and mothers in some fashion. That’s about all we’ve got. But Nanako connects the dots after helping a fireworks maker dislodge food from his esophagus: this guy loves to see people smile because of his works, and Nanako suspects so does Yu, which is why he’s helping people. Meanwhile, all his friends are merely loafing around.