Here's the show's blurb on Crunchyroll:

"Once upon a time, in a far, faraway place, there were two lands. The world was divided into an inner land and an outer land. People feared the outer land, inhabited by eerie beings, the carriers of curse. One day, on the border to the inner land inhabited by humans, one such being finds a girl on heaps of abandoned dead bodies. The girl says her name is Shiva and shows affection to the 'being' who found her, calling him 'Teacher'.

"This is a story of two people - one human, one inhuman - who linger in the hazy twilight that separates night from day."

It's like a fairy tale, or perhaps a dream. The art style couldn't be further from regular anime, being more akin to children's book illustrations. The flickering, candlelit-style colouring is a big part of that.

Teacher is a goat-headed demon thing whose silhouette head is wreathed in sinister smoke, but he's well-spoken and polite. He looks after Shiva. He doesn't want to kill her, even when ordered to do so. He thinks he's cursed.

As for Shiva... well, she's an ordinary small girl and as lovable as you'd imagine, but she has a meaningful name. Shiva is one of the main Hindu deities and the Supreme Being who created the universe in Shaivism (a major tradition in Hinduism). The name's Sanskrit roots suggest both "auspicious, gracious, benign, kind, friendly" and "injure, kill". Meanwhile, in Judaism, it's a seven-day period of mourning for the dead.

There's also a dog that looks like Anubis, the Egyptian god of mummification, the afterlife and the underworld.

It's adapted from a respected, beautiful manga. Volumes 1 and 3-5 appeared on the American Library Association's list of Great Graphic Novels for Teens. However, you wouldn't watch these episodes for their plot. You'd watch them for mood and atmosphere. I like the Teacher-Shiva relationship, with this lonely monster trying to look after this lost child. It often suggests mythology, the afterlife, etc. (e.g. a manga sub-title that's taken from a traditional Irish song) but interpretations depend on the viewer. This short series is on Crunchyroll, anyway, and I'd recommend it if you're looking for something a bit different. (If you want more, I've just noticed that this wasn't even this manga's first anime OVA. It had a ten-minute one in 2019.)