In Issei's place, shortly after Rias healed him!

Rias, nude and next to a similarly nude Issei, shook her head as she finished healing him from his second encounter with a Fallen Angel. She shook her head. "Maybe I should have told him I made him a Devil," she mused to herself. "But I didn't realize the Fallen Angels would so brazenly encroach on my turf... Then again, that one did assume he was a Stray Devil," she sighed. She'd wanted to give Issei some time to adjust to his new physiology before giving him the low down about him being in her peerage, but that didn't seem to be an option.

Just as she came to the decision to tell him tomorrow at school, she heard a loud clunk! on the floor. She jumped up, half expecting a fight, and not giving a damn about her nudity, but nothing moved. She then looked at the floor, seeing a shiny, golden lamp on the floor. She looked up at the ceiling, and narrowed her eyes.

There wasn't any kind of hole in the roof. Had this lamp phased through the ceiling? What even was it? She carefully approached it, on guard. She lightly tapped it, and quickly retracted her hand. Nothing happened.

Somewhat reassured that it wasn't some kind of trap, she picked the lamp up and examined it carefully. "... definitely magical, but I can't exactly tell much else about it, like what kind of magic... Where did you come from?" she murmured, turning it over in her hands. No answer. Not that she expected one.