Nyx Cheshire, the mischievous blue bakeneko who lives on the haunted island of Makishima with her older brother is now playable, not in the demo version yet unfortunately, that won't be for a while. Players will be able to choose either Sasha or her at the start of the game and can play through 2 different stories. Unlike Sasha, Nyx prefers using her magic paint over guns which has it's advantages and disadvantages. Nyx can use it to either fire drawn projectiles or create tags that can be triggered to explode or cause a reaction. The type of tag assigned to the paint can change the effects of the spell and a large number can potentially be found. Nyx also uses a kusarigama as her default melee weapon, the chain part giving her a lot of range and can pull foes toward her to slash with the sickle part.

Another key difference about Nyx is, being a very energetic demon girl, she recovers her SP automatically to full most of the time, whenever she isn't stunned. However Nyx generally takes more damage than Sasha, loses SP faster when struggling and swimming, and her paint might require a little more practice to wield and has to be crafted. It cannot be repaired like a gun if it is used up. Because of this, Nyx doesn't use a tune up kit like item for paint, rather she uses an item that improves her overall magic skills like a more proper RPG. While Sasha can also use spray paint and tag effects, she is unable to combine it with the crystals needed to use magic.

And, of course, Nyx will get violated by enemies if her clothes are stripped off just like Sasha. Most of the failure scenes are variants, but she will have some that are unique to her, and Sasha as well.