This is the fifth episode.
The girls reach a lake and think it's Eterna, but Mokona tells them it's not Eterna. A water monster then attacks them from the lake and Umi destroys it with her Water Dragon. The water that formed the monster rains on them as it falls apart, making them glow, and they brush off the glowing as they dry off. They head for Eterna, as Alcyone watches from afar, laughing to herself.
They arrive at the place that Mokona says is Eterna, but they do not see anything other than a line floating in midair. Mokona wanders off to climb a pillar of rock and Hikaru follows. Hikaru calls to Umi and Fuu from the top of the rock pillar, saying that they have to see something. Umi and Fuu join her and are surprised to see a spring from the top of the rock. Fuu realizes that Eterna is a two-dimensional spring--you can see the spring from above, but from the side, it looks like a line. Mokona jumps into the spring and they follow him to get the Escudo.
The girls are separated as they fall further into the spring, and each of them sees someone they care about greatly. Hikaru sees her dog, Hikari, Umi sees her parents, and Fuu sees herself. The girls are attacked by their loved ones, and won't fight back. They then hear Princess Emeraude's voice, asking them to consider if they are truly facing their loved ones.
The girls all figure out that it is not actually their loved ones in front of them, and destroy the images with new spells. Hikaru gains the spell Red Lighting, Umi gains the spell Blue Tornado, and Fuu gains the spell Green Gale.
As the images disappear, each girl has a piece of Escudo appear in front of her. They are excited, but they get an unexpected visitor... Alcyone. The girls then abruptly drop to the floor.
Alcyone explains her water monster had a slow-acting poison in it. She then says that she's come for the Escudo, because only the Magic Knights would have been able to get it.
The Escudo then rushes into their glove jewels and their armor gets upgraded. They then use their new spells to send Alcyone back. Then they head back to Presea, as she will make their new weapons to awaken the legendary Rune Gods.
Alcyone begs for another chance, but Zagato sends her off, and sends Ascot off for his chance to kill the Magic Knights.