I think I know what Ayu’s looking for. Either that or I’m too damn cynical. More on that later. It seems that we’ve pretty much been given a clue as to what happened to Ayu. Not surprising since the clues were there from the first episode as j.valdez mentioned. And the climax of this episode affirms that conclusion. So Ayu seems to be more than just a ghost, but is she a spirit (for lack of a better term) that doesn’t realize her situation? Is she a spirit that can cross between realms but has no knowledge of the other realm? Well, its been said before that this is a city of mysteries.
I’m still curious as to what Ayu is lost. And as I mentioned earlier, I think I know what it is. So far the show has focused heavily on the angel doll and we’ve seen Ayu use it to make a wish. What we haven’t seen yet was the day that Yuuichi gave Ayu the headband. And I’m starting to wonder if that’s what she’s looking for. Ayu reminds Yuuichi that he gave it to her when they were children in the last episode. If what happens to Ayu plays out as I think it will, I think it stands to reason that the headband could very well be the item she lost. Of course the very same thing could happen to the angel doll. An angel doll seems like an item that most people would be inclined to pick up and take with them or make sure that a child gets it back than a headband. Plus, KyoAni focuses heavily on the angel doll and could easily use the doll as a fake out, just like how some types of magicians and card masters skillfully use slight of hand. Focus your attention on one item and then “Hey, presto” something unexpected happens.
I have to admit that watching Ayu dig in the forest path for her lost item was unexpected and sad in a way. The more I think about it, it seems likely that it is the headband she lost. When Ayu reminds Yuuichi about receiving the headband from him, she really seems to cherish that memory and the headband itself. We haven’t seen the flashback to when the day that he gave it to her and I doubt KyoAni would overlook something like that. Of course I could be wrong…Naaaaah.