The Captive Flame Haze
Shana is kept captive. Later on, she learns that Alastor has joined Yuji. Meanwhile, in our world, Margery is in a coma and Eita can't wake her up, unless Keisaku comes back. Outlaw doesn't give any information or help to neither Eita about Keisaku or Wilhelmina about Shana. Shana seems to be erased from everyone's memories and Wilhelmina refuses to help the Outlaw in the war until she finds Shana and that's why they won't help her either. Meanwhile, Lamies meets Shana again and the other three masters of Bal Masque seem to have a secret plan.
Aired 05/11/2011EP 5 - The Captive Flame Haze
Shakugan no Shana: Season III
Continuing from the events of the last series (Shakugan no Shana II), both Shana and Kazumi stand at their respective locations waiting for Yuji to meet with one of them, only to discover that Yuji has disappeared, with not even the slightest evidence of his existence left behind. All is not lost however, as the letters the two of them sent to him still give hope of Yuji's continued existence. As Shana and company search for answers on Yuji's whereabouts, they soon find the truth staring back at them when Yuji reappears in front of them as the leader of Bal Masqué. Left with little choice, Shana must now confront her most unlikely adversary on the battlefield in her toughest challenge yet.
(Source: Anime News Network)