This story takes before the first game. Al Azif had a master named Azrad who was seeking vengeance at her wife murderer, Raal Rovdy. Rovdy formed a group called D.D (Darkness Dawn) and began to prepare for their god, Zs-Awia. Azrad and Al piloted Aeon to fight them.
They wonder around the world, trying to find clue about him while killing his minions. One day, they contacted Hadou Kojo who was carrying Demonbane's parts to Arkham City. Later, Hadou Kojo went to London to retrieve 'Manaus Statue' from British Museum. There, he met Ada. They weren't the only one looking for the statue. Rovdy and his minions followed them to take back the statue. Of course, Azrad also showed up to have his revenge, but failed. At least, Hadou managed to secure the statue. Then, he decided to take Ada(Nyala as well) around the world. Ironically, it was Daijyuji Kuro from the future in disguise of Hadou Kojo(More detail from the game). He showed Ada all his works: excavation, Hadou Corporation stuff for half year. While they were on trip, they were still attacked by the beastmen from Rovdy. After half-year, they went to Arkham City where Hadou mansion was. Hadou showed off all his crazy stuff. And finally, he revealed Demonbane that was still under construction and asked Azrad to pilot it. Azrad refused the offer. Hadou asked Ada to go back to London. While Ada was on the train, Nyala and D.D kidnapped her. Nyala then showed up herself to Hadou. It turned out that she was Nyarlathotep. She asked him to hand over the statue to Rovdy, so Hadou accepted it. They managed to rescue Ada in cost of the statue. So they went to Amazon, base of D.D. They were too late. Rovdy already finished ritual of Zs-Awia summoning and became a part of the death god. They still managed to steal the statue as it was power source for Zs-Awia. While they were returning to Arkham City, Zs-Awia caused havoc at every place it visited. Azrad=Aeon held Zs-Awia long enough for incomplete Demonbane to get here. Aeon got decimated by Zs-Awia in deus machina form. When Demonbane popped up, Zs-Awia realized it by instinct and ripped it off. Azrad used his all power to restore Demonbane. Hadou used Demonbane to unleash Lemuria Impact on Zs-Awia which resulted in destruction of Providence (This will be mentioned in the game). Azrad died as a result, and Al Azif left to find new master. Later, it turned out that Zs-Awia was Master Therion. Nyarlathotep brought him Etheldreda. Next, he headed to Arkham.
-The end-

Takes several years after the first novel. Master Therion came with Liber Legis to face Hadou Kojo. Hadou had his own grimoire called Little Ada.(Not exacrly grimoire, but copy from original.) Hadou countered Master Therion in outer space to avoid any damage on Earth. At the end of their battle, Hadou did kamikaze on Master Therion, sealing both of them into other dimension, but before that, Master Therion sent his blood 10000years past time line. That evolved into Martians to do ritual summoning of him later on. In the meantime, Nyarlathotep gave Al Azif her new master named Edgar. Edgar had pretty sad past. He and his younger brother were orphans, and got adopted by a priest. It turned out that the priest was using children as food for man-eating plant. They were drained by the plant, but Edgar managed to pull the priest along with them, and the underground collapsed. Edgar was near death, and Nyarlathotep in rat shape saved him, boosting him into an adult. Master Therion's Martians started to invade the Earth. People who heard weird sound from raidos turned into Martians. After blowing up London, Edgar joined Ada and her company. They headed to Arkham after having discussion. Edgar, Al, Ada and Little Ada rode on cannon space ship and went to Marth. Edgar manipulated Martians, so that their Master Therion summoning circle became Demonbane summoning circle. Then, Ada casted the summoning spell. They managed to summon a huge Demonbane, different from normal version. 10x size of normal one. Mixture between Asura and Centaur. Hadou Kojo was fused with Demonbane. (Pic below.)
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Demonbane destroyed all Martians on Earth and rewinded time so invasion didn't happen, but Master Therion came back as well through Infinity Heart in Demonbane. As a result, Demonbane became decimated. Master Therion tried to bring his father, Yog Sothoth through the heart. In the process, he killed Ada and Little Ada in their space ship. Edgar was enraged momentarily, but realized that Demonbane was the only solution for this situation. He changed Aeon into engine form to fit Demonbane's heart. Edgar and Al managed to revive Demonbane. And fight in ridiculous cosmic proportion fight goes on. Both robots doing crazy shit like time manipulation, fighting in different kinds of universes, later on growing bigger than universe. Fighting at much much higher dimension. Nyarlathotep noticed the fight looked stalemate and endless, so she reversed time for entire multiverse. Edgar was back on where he was stuck at collapsed underground, then died. In short, nothing happened actually.
But Edgar's essence remained inside Demonbane. Then, the story goes to the main story.