The "Gaiden" mini series is comprised of three short episodes that lead into the foruth game of the series, Inyouchuu Kyou.
Gaiden 1: The Shiratori Sisters.
Mikoto goes looking for Takeru, who has gone missing for some days, when she finds her she is being raped and made to give birth to monsters. Mikoto has to save her without falingl victim to the possessed humans tormenting her sister.

Gaiden 2: Sui.
As usual, the black cat brigade is in deep red. If they can't find some money soon, they won't be able to pay the rent.
Since everyone else is out on some other mission, Yoru asks Sui to work part tim as a waitress in a coffee shop. Despite her shy nature she has no problem working as a waitress, except for a pervert old man who takes every occasion to grope her, but he's easily dissuaded. However one day the old man suddenly appears and there is something different about him...

Gaiden 3: The Tsukishiro twins.
This episode is in the beginning of the 20th century. Ouka and Kikuka are working as demon hunters and they are investiganting the case of some missing girls in a rural area. They discover that a powerful demon called Gyuki is behind the missing cases.