This sucker is weird. Since you probably know Kai-ou-sama's present state of mind, you know how this'll end.
"What have you been doing, Sai?"
The blue haired Mazoku girl sighed in exasperation. "Nothing, Mother. Can't I just go out to walk, alone?"
Her mother glared at her. "Our Lord is coming to see us, and the mess you call a room hasn't been cleaned. You promised you would do that nine years ago."
"Mother, my room is in another dimension. It won't be seen. Plus, I haven't gone swimming yet."
"You and your swimming," her mother replied scornfully. "I don't see why you do it. Your dolph friends of yours are practically useless. I have yet to see a dolphin that can scare a human."
Sai stiffened in anger. "I'm leaving now. And don't make fun of my dolphins." She then turned, and left the house. The blue haired girl walked down to a cliff that overlooked the sea.
There was a perfect diving spot on the cliff. Sai stood with her toes curled over the edge, her hands reaching to the sky. With a deep breath, she leaped up, flipping once as she dove cleaning into the water.
Swimming was Sai's favorite activity. The water relaxed her. She was always surrounded by her friends, the dolphins, that only seemed to ask that she stayed with them as long as she could. Swimming was an escape, of her parents, and from the pressures of her Mazoku life.
Impishly, she broke for the surface at high speeds. Sai almost cleared the water, but her feet remained under the surface. The girl dove back under, imitating a dolphin. Several times, Sai repeated the imitation, enjoying herself immensely. Finally, she floated to the surface, only her head above the water. She started to swim back to shore.
When she was finally able to stand on the ground, and have her head above the water, Sai looked up to see a man standing next to a tree. Smiling. And staring at her.
"Aa! Pervert!" she screamed, launching a lance of water at him instinctively.
The lance didn't even come close. Sai was close to repeating the magic when she noticed his glowing ruby eyes. "Oh! My Lord! I'm very, very sorry." She bowed her head, hoping he would forgive her.
"It's alright, young dolphin," he said soothingly. "I should be the one to apologize. I startled you. May I ask your name, young dolphin?"
"Sai," she said, stepping out of the water. "My name is Sai, my Lord."
"Sai," he repeated, tasting the name on his tongue. "It is a beautiful name for such a beautiful girl."
Sai blushed, and bowed her head again. "I-Thank you, my Lord."
"Oh, please drop the formalities. I am Shabranigdo." He raised one of her pale hands, and kissed it gently. "Do you swim often, Sai?"
"Y-yes." The Mazoku girl was suddenly aware of her bedraggled appearance. "Oh, I'm not decent right now. I-I should go get changed, my Lord."
"I thought we were going to drop the formalities, young dolphin."
She shook her head. "Oh, no, my Lord. I-I'm just a Lower Mazoku. I shouldn't..."
The Ruby Eyed Lord widened his eyes in surprise. "A beautiful, powerful Mazoku like you is just a Lower Mazoku? Impossible. That must be changed as soon as possible."
Sai blushed a deeper red. "I-I'm not sure I deserve the honor..."
"No, I insist, young dolphin. If you would accept, I would like to make you one of the Dark Lords."
Her blue eyes widened. "D-do you mean it, my Lord?"
He nodded, once. Sai didn't have to be asked twice.
"I'll do it!"
The Ruby Eyed Lord smiled at her, then leaned in, whispered, "Then open your mouth, and accept my power."
She did so, and he leaned forward, transferring power to her. But Sai strongly thought that he was also just stealing a kiss from her. When they pulled apart, she felt a strange power filling her body, as well as a connection with her dolphins.
"You are now the Kai-ou. Do you wish to change your name, Sai?"
She closed her eyes, as spoke the first words that came to mind. "Yes. Deep Sea Dolphin."
The Ruby Eyed smiled at her. "As you wish, Deep Sea Dolphin. Your first duty, as a Dark Lord, is to cut all the ties that bonded you to your Lower Mazoku life."
Deep Sea Dolphin widened her eyes. "M-my parents? And sister?"
He was deadly serious. "If you wish to be my Dark Lord, you must follow my orders, immediately and flawlessly."
She lowered her head, but not in thought or shame. It was that she didn't want him to see the evil smile crossing her face.