May is a central and mysterious figure in the Dragoon OVA, directly connected to the powerful Dragoon weapon. Initially held captive inside a tube by two older men, she breaks free only to collapse unconscious in a forest. There, Sedi, a young man practicing swordplay, discovers and rescues her, taking her to his secluded cabin for safety.

Upon waking, May suffers complete amnesia, remembering nothing of her identity or past—a condition defining her character. Her presence immediately draws a military search party, forcing Sedi and May to flee the cabin. They escape through a snowy landscape, using a stream to mask their trail and successfully delaying their pursuers. Sedi then brings May to his village, where she stays under his protection while struggling with her unknown origins.

The military intensifies its relentless search, highlighting May's critical importance to their goals. Her background is intrinsically linked to the Dragoon weapon system, though the precise nature of this connection remains undefined within the OVA's three episodes. Her arc centers on survival, evasion, and the unresolved enigma of her past and abilities, with no further revelations provided.