Nights of Azure 2: Bride of the New Moon is set in a demon-infested fictional Western European city at the end of the 19th century. The narrative revolves around Alushe, a knight protector, and her companions Liliana, a compassionate priestess, and Ruhenheid, a holy knight of the Lourdes Order. After being ambushed and killed while safeguarding Liliana, Alushe is resurrected as a half-demon by the New Curia, a sinister religious group. Alongside a diverse group of allies, each with their own histories and motives, Alushe embarks on a quest to rescue Liliana, unveiling hidden truths about the enigmatic Queen of the Moon.