S1E8: Royal Lineage

Rio and the others have traveled to the royal capital of the Kingdom of Karasuki with the village's annual tribute as guards. With their duties fulfilled, Rio and Sayo head into the castle town. They enjoy a meal and are doing some shopping when wandering warriors attempt to abduct a young girl. Rio jumps into the fray and easily defeats them, saving the girl. Her name is Komomo and she's the tax examiner Hayate's younger sister. Hayate's father Gouki receives a letter from Yuba. What he reads astonishes him and he and his wife, Kayoko, visit the lodgings where Rio is staying. They reveal to Rio that they once served his mother, Ayame.