Cat Girls in Mount Hakkoda
Valkyrie and the entire Catgirl Maid Squad go on a picnic to the snowy mountains but can't seem to find their destination. They eventually all get separated due to the blizzard. Ms. Sanada starts to see illusions.
Aired 21/11/2003EP 8 - Cat Girls in Mount Hakkoda

2003
UFO Ultramaiden Valkyrie 2: December Nocturne
Valkyrie, Kazuto, Akina, Hydra and friends are back for more when the Key of time suddenly appears along with many other mysterious happenings. All seemed to be linked to a person named Valkyrie Ghost whos only goal is stealing Kazuto for herself. As they team up against this seeming unbeatable foe they dig deeper into the mysterious past of Valkyries home planet, Valhalla.
(Source: Anime News Network)