It's Season 3 of Prisma Ilya! They could keep making this show for ever as far as I'm concerned. Thinking about it, I reckon the show's secret ingredient is that it's a funny, good-natured magical girl show with lots of perversion and inappropriate jokes... but it's also a spin-off of something much darker and more violent. It doesn't go nearly as far as its parent (which I understand includes torture, rape, etc.), but it still has fight scenes where death is a live possibility. Our heroines have often had to flee from battles because they were getting pulverised.
In other words, this isn't just a light comedy. It's quite a dark show, but it also happens to spend much of its time relaxing and being killingly funny. That can be a tricky tonal combination, but this show nails it and that's why it's great.
That's one mental title, by the way. To break it down... "Fate/kaleid liner" is because this is a spin-off of "Fate/stay night". (They're part of the Type-Moon Fate multiverse, which generally uses that kind of naming scheme.) "Prisma" is German for "prism", Illya is the protagonist's name and "2wei" (i.e. "zwei") is German for "two". Season 2 of this show was called "Fate/kaleid liner Prisma Illya 2wei". So far, so logical. This is Season 3, so you might be expecting a suffix of "drei" or "3rei", but no. That's Season 4, since this third season is the second half of the anime adaptation of the "2wei" manga. Thus they've appended an extra "Herz!" (i.e. "heart").
I hope that makes everything clear. Going through the 2wei introductions:
1. ILYA/ILLYA is a kind-hearted, lovely, ten-year-old magical girl who doesn't seem to have realised that she's a pervert. (She's the sane one of the show and quite conservative on subjects not involving maid uniforms or her brother.) She's also acquired an evil twin...
2. KURO/CHLOE, although by now everyone's managed to do something about the "evil" thing and so Kuro's just predatory and badly behaved. She also needs regular magical recharges, which are unsuitable for family viewing. (Ilya usually volunteers, because she's seen how Kuro goes trawling for other victims if she doesn't.)
3. MIYU is a genius schoolgirl and in danger of an Asperger's diagnosis. She's been in love with Ilya since Season 1 and it's going to become increasingly clear over the course of this season that she has something to hide. This being a Fate/something franchise, the details of that won't be pretty.
4. ILYA'S FAMILY AND MAIDS are a rabble, although Mum might possibly be hiding something sinister under her airhead facade. We also shouldn't forget Ilya's brother Shirou, who this year is going to become something I'd never seen before: a minor supporting character who's also a harem hero. All the girls fancy him, even sisters. However the joke is that he's also a throwaway nonentity who barely appears in the show, whereas usually that kind of character is the one-dimensional protagonist and the pivot of everything. In this show, everyone important is female.
5. MIMI, TATSUKO, SUZUKA and NANAKI are Ilya's school friends and hugely important to the show, despite being non-combatants who don't even know that magic exists. They're Ilya's ordinary life. They're her friends. They go shopping with her, go to festivals and swim at the beach. They're also batshit mental (especially Tatsuko), a delight to watch and incapable of being serious for two consecutive minutes. We love them as much as Ilya does.
Did I mention that Tatsuko's demented, by the way? Hilarious, yes, but ep.5 suggests brain damage.
6. RIN, LUVIA, RUBY and SAPPHIRE introduced Ilya and Miyu to the world of magic. They're the adult, responsible ones... i.e. they're bickering, idiotic, massively dodgy near-criminals. Rin and Luvia could start a fight in an empty room, while Ruby probably deserves to be arrested. (She won't be, though, since she's a magic wand.)
7. CAREN and BAZETT are even worse.
It's a season of two halves. The first half is slice-of-life comedy, made spicier by inappropriate behaviour. Ruby makes a love potion, Sapphire erases people's memories, Kuro and Mimi melt Mimi's brain because they didn't know she was there and then Suzuka completes the corruption of the innocent. The most surprising thing here is the way Kuro becomes oddly conservative when it's other people who are being sexually provocative rather than her. I also have a favourite episode: ep.3, which does the "coming out" story by outing Mimi in her new depravity and then genuinely (but with laughs) exploring the emotions of telling your friends your shameful secret. The metaphor's obvious, except that this is more explosive because Mimi most definitely has something to be embarrassed about. I thought it was rather clever.
After that, though, the season's second half gets heavy-duty. The laughs never completely vanish, but the eighth card shows up like an Imperial Star Destroyer and we expect some or all of the cast to die. I think the final episode falls a little into the "Muddy Cosmic What The Hell Just Happened" trap, but then it ends on character comedy that makes everything okay.
It also has a sequel-baiting epilogue. "To Be Continued."
In the interests of balance, I should admit that I've seen people who were bored by this season's first half. I won't try to psychoanalyse them. I don't understand these strange, scary beings, but they exist. In fairness, I probably do love this franchise more than most people. Nonetheless it really works for me. Anyone can be hysterically funny (e.g. Rin and Luvia for ever, or Ruby the sleazeball getting offended at Ilya in ep.5 for using a magical transformation sequence to HIDE nudity). Even our One Sane Girl heroine, Ilya, could slay me with, for instance, her first exposure to boys' love manga. However when we hit ep.9... holy flaming cow. I think the show's fantastic.