One night, when Maetel was listening to the radio, she heard a mysterious sound along with the falling of an unidentified flying object. The flying object, which looks like a locomotive, is actually Valdor, a mechanical weapon that was once defeated by the Shinkalions. Seemly have been lost in space for a long time, its car body has deteriorated badly.
While listening to the NORAD tracking of Santa via radio, Maetel overhears what sounds like sleighbells. Outside her window, she discovers the source. An old train flying through the sky.
At Shin's house, Ayu is annoyed that their father is home but still working. Toki is more understanding, knowing that he's just pursuing what he loves, the same as Shin always does. A news report then comes on, telling of a mysterious object which was seen flying over the skies of Hokkaido the previous night. Shin wonders right away if it has something to do with the Teoti.
Meanwhile, Maetel is at the site of the crash with other SUEI members, including Hibiki and Ōnuma. Ōnuma recognizes the fallen object as Valdor, and reports the information to Izumi, who is puzzled that a defeated enemy could still be out there. Hibiki explains that Valdor looks to have deteriorated, as if it's been wandering through space for many years. Izumi acknowledges that the location in Hokkaido where Valdor landed was a focal point for where many places in space and time were connected by the Glowing Particles. Maetel places a hand on Valdor's body, asking it where it came from. The sleighbell sound emits from Valdor once again, which she attemts to record on her Z Gear.
Although Valdor has done nothing more, the E5 and E7 are ordered to wait on standby at Hokkaido Branch. Hanabi is in Akita at the time, and won't be able to join them. Seeing a visual of Valdor, Shin is disappointed that it doesn't seem to have any connection to Abuto. Taiju is quite excited however, at the thought of meeting Maetel again.
Word of Valdor has also reached Yugospia, and Astrea approaches Tokonami in hopes he can provide her with information on its identity. Having his voice restored, Tokonami explains that it was created by the Valhallan, a faction of the Kitoralsus. Now, it seems inoperable. Astrea immediately loses interest in Valdor and asks about compatibility rating, her real concern. Though worried that she knows about this, Tokonami answers that the machines can only by operated by someone with a high enough compatibility rate, and the higher it gets, the better the machine's ability. Astrea hopes that Abuto can raise his compatibility with Dark Shinkalion upon learning this. Tokonami replies that the Torridantia has been rapidly increasing Abuto's compatibility rate already. Astrea starts to choke him, replying that they still require more unrelenting power. She orders him to find a way for that to happen. Abuto appears then, commanding her to stop. She does, but tells Abuto it was all for his benefit. Although relieved to see his father's voice returned, Abuto leaves promptly, saying that he has to return to earth and meet Kannagi. While acknowledging Tokonami's conerns that Kannagi is dangerous, Abuto says that he's willing to become a demon or devil for the sake of protecting his parents. Setsura had been watching for a distance, and expresses his worry over Abuto to Tokonami.
Later, Shin and Taiju arrive at Hokkaido branch and meet with Ōnuma. Maetel is busy analyzing the sound that came from Valdor. The two boys go to see her, with Taiju initially cowering behind Shin due to his nerves. Maetel plays the sound for them, sitting right next to Taiju and making him even more nervous. He stands up, promising to help her.
Elsewhere, Hosokawa and Ōishi sit outside at Railway Museum's panorama deck. Ōishi thinks that Taiju is trying to navigate through first love. She was giving him advice earlier to be bold, which Hosokawa wonders if he should also take. Suddenly, the two see something which appears to be a shooting star at first glance. Ōishi tries to make a wish on it, but Hosokawa realizes it's actually something else, and it's about to hit them. He attempts to shield her. When the object, seemingly a space craft, lands, a very dizzy Setsura is seen to be inside.
Valtom, meanwhile, approaches Valdor and senses that a strong will is coming from it.
When a Giant Monstrous Being is discovered near the ski resort, this becomes a major concern, as no reactions of Glowing Particles had even been detected. The crew who was working by Valdor were attacked, and won't respond. Ōnuma orders for an immediate Capture Field launch.
The three Shinkalions go out to the scene, but it's difficult to see through all the snow. Maetel is able to use her Hokkaido-Produced Goggles to locate the enemy. The Giant Monstrous Being turns out to be Valdor. Shin and Taiju quickly become trapped within ice while attempting to fight against it. Maetel continues trying to understand Valdor rather than attack, and asks the command room to analyze its sound quickly. Hibiki says that this will be impossible, because it's something not of this earth.
Valtom then transfers more power over to Valdor, enable it to evolve into its completed form and starts to aggressively attack Maetel. Shin tells her to attack it, but is then distracted by another surprise, when Setsura contacts him. He transmits a visual from them, which he says came from Abuto's father. This turns out to be the information regarding where the Z Code for H5's Zailiner is, which they are able to identify as the monument at Cape Tappi. Taiju volunteers to go find the Z Code, and Hanabi arrives then to help blast him out of the ice. However, Shin asks Hanabi to hold back from defeating Valdor, so Maetel can finish what she started.
Meanwhile, Sougyoku is at Cape Tappi, poundering over Valdor's signal. Taiju doesn't even notice Sougyoku as he rushes there for the Z Code, sending him rolling down the hill and splashing into the water below. After a quick search around the monument, the Zailiner 261 Hokuto is finally unlocked. Maetel Z-Combines with it as soon as it's transfered.
Sougyoku, having made it back up the hill, explains to Taiju that the sound is actually a SOS signal to the Kitoralsus. Admitting he's becoming soft, he tells Taiju not to let Valtom do whatever he wants, before leaving.
Taiju conveys the message to Maetel, who then realizes that after being sent through time and space, Valdor desperately wanted to make it back to the Earth. She likens it to a reindeer separated from Santa, despite the fact that she intends to put an end to its journey on Christmas day. Maetel defeats Valdor with her Hokuto Signal Lantern Gatling, turning it back to normal in the process.
Kannagi, who saw what Valtom had done, is frustrated by this. Abuto tells him that he has nothing to worry about, as he'll protect the Teoti with the Dark Shinkalion.
After the fight, Taiju compliments Maetel, who thanks him for his help in return. This only makes him more flustered, as he tries to say it was thanks for her previous help in Tono.
In the episode
- Zailiner 261 Hokuto is unlocked, allowing Shinkalion Z H5 Hayabusa to combine with it to form Shinkalion Z H5 Hokuto.
- Valdor makes its return from Shinkansen Henkei Robo Shinkalion the Movie: The Marvelous Fast ALFA-X That Comes From the Future.
- This is the last episode to air in the year 2021 as well as the last episode to feature Terminal ~Where We Should Be~ as the ending theme.
Note: All characters are listed in order of their first appearances in the episode.
- Shin Arata- Minami Tsuda
- Maetel Tsukino- Satsuki Yukino
- Taiju Togakushi- Michiko Kaiden
- Sōya Ōnuma- Takaya Hashi
- Shinpei Izumi- Hikaru Midorikawa
- Smat- Jun Fukuyama
- Saijō Sogō- Kōsuke Gotō
- Hanabi Ōmagari- Yuka Terasaki
- Misaki Ōishi- Satomi Moriya
- Atsuta Hosokawa- Fumihiro Okabayashi
- Hibiki Mishima- Nodoka Hasegawa
- Kasumi Abiko- Sayaka Senbongi
- Abuto Usui- Akari Kitō
- Tokonami Usui- Kōsuke Tanabe
- Astrea- Marina Inoue
- Setsura- Yurika Kubo
- Valtom- Masaya Matsukaze
- Sougyoku- Kenji Yamauchi
- Kibō Arata- Eiji Hanawa
- Toki Arata- Chiemi Ishimatsu
- Ayu Arata- Kanon Takao
- Kannagi- Yōhei Azakami
- Operator- Sogo Sakata
- Z Gear Announcements- Bonji Jinbo
- Script- Kenichi Yamashita
- Storyboard- Akinori Fudesaka, Koichi Ohata
- Episode Director- Sadao Oshima
- CG Episode Director- Koichi Ohata
- Animation Director- Kenji Ota, Eri Kojima, Kumiko Shishido