Writer: : Mitsutaka Hirota
Original airdate: October 20, 2011
In the Velvet Room, Igor explains that Personas are strengthened by the bonds one makes with others, and Margaret notes that their guest has formed the bond necessary for the Magician Arcana so far.[4]
Chie grows concerned after seeing Yukiko on the Midnight Channel, but is assuaged when Yukiko calls her to say she is taking time off from school to help her family's inn; Yukiko's mother fell ill from stress caused by the investigation of Yamano as she attended the inn prior to her death. Before leaving school, Yu is approached by another student who asks him to join the basketball club, but Yu turns down the offer and heads home with Yosuke. That night while watching the Midnight Channel, Yu sees Yukiko dressed as a princess proclaiming she is searching for her "prince on a white horse" before running off into a castle.[5] The next day, Yosuke reveals two fake swords he found believing they will help in the TV world, but both he and Yu are arrested when an officer notices them. At the station, Adachi releases the boys as Chie catches up. She reveals that Yukiko has gone missing, prompting Adachi to say that the police believe Yukiko may be involved with the murders. Upset by the accusations, Chie tells the boys that they must go into the TV world to save Yukiko. While exploring Yukiko's Castle, Chie wanders ahead. She enters a room resembling a bedroom where she hears Yukiko's thoughts about being useless without Chie. While that is occurring, Chie's doppleganger appears, scoffing at Yukiko and liking how Yukiko submits. When Chie rejects these accusations, her other self transforms into a Shadow that the boys fight, with Yu discovering his ability to use other persona to battle. After the battle, Chie accepts that the only thing she cares about is Yukiko's friendship causing the Shadow to transform into her Persona: Tomoe Gozen. The group leave the TV world unable to find Yukiko, but vowing to rescue her before the next foggy night.