User blog comment:Valeth/Demon King of the Sixth Heaven/@comment-32751919-20190519172904/@comment-27971189-20190520080144

You got it close enough, that guess is kinda correct.

From the modern world side, it starts with a girl trying to commit suicide. Lancer found her and managed to save her before she jumped.

After some talk, he convinces her to took a 'seed' with her, said that maybe her wishes could be granted if she told her wishes to the seed-- which she tried at the same night before she goes to sleep, ended up transforming her into Grail, responding to seed Nobunaga had.

At the end combined effort of Musashi (female) and Mashu managed to defeat Nobunaga and destroy the grail. Shattering her body and mind as Musashi's Void effectively "sever" the Grail into nothing. Lancer salvage her as one of material to create homunculus vessel for Alter Ego.

Timeline at right side of Bond 5 happened after Norns receiving their body by the end of Orleans.

Urdr asked him about "what did you do to made such fine vessel", Yudhistira answered it by telling them story about, 'a girl who went to sleep in hope the world became better world and hero who protects her'.

Hou Yi ends the story not long with 'she never wakes up' as he didn't like if Yudhistira keep going with his story; he did notice Yudhistira is talking about Shinjuku while Norns thought the 'hero' in story is Yudhistira himself, thus saying they expected 'happy ending'.