This OVA is the bridge in between Season 1 and 2, so you must watch it before starting season 2. It was made to fill in the lore gap the novel "Obey My Command, Doll!" (volume 2) left, because it wasn't adapted into this season and it has important lore elements, so they decided to bring in those lore elements from book 2 without having to adapt it into the anime, while bridging both season 1 and 2. There isn't much to say about this episode, really, just watch it before going to s2. The animation is quite the same quality of season 1, same OST, etc etc etc.