But just how DID Azalynn know that Utena was from another deimension?
It is not like she would have told her. If I saw a copy of a book
called "So You've Just Arrived from a Parallel Deimension" lying around , I would have just assumed it was just another third rate science fiction book.
(Referring to the scene in "Azalynn's Winter Holiday when she gives to
above mentioned book to Saionji to explain his perdicament)

*Has a feeling that Anthy will not be showing till near the very end of this
arc, just before or after Ohtori gets what he deserves*