Holy shit. That was grim. I admire the fact that this shameless fanservice franchise produced these oppressively dark OVAs, but... yeeesh.
On the other hand, though, ep.2 breaks the pattern and is hilarious.
Vanquished Queens was originally a series of artbooks. Their point, as per the title, was to be "What If?" scenarios where all heroes had been defeated and their dreams crushed. That's every single hero, not just the one-per-episode we get here. Each artbook portrayed a different possible future, in which a different assortment of defeat, death, slavery, humiliation, torture or worse had been inflicted on the non-evil characters. These OVAs are completely different and don't do any of that, so I guess could be called lighter and softer than the artbooks. This also complicates the continuity situation, since the artbooks are very much non-canon, but the anime is canonical and both a prequel and a sequel to Rebellion. It depends on which episode you're watching. These episodes explain some mysteries from Rebellion, e.g. Leina's narcolepsy and the Swamp Witch's curses.
There are four OVA episodes (each 23-25 minutes long) and four specials (respectively 7, 5, 10 and 5 minutes long). Two of the latter are content-free empty wank, while the other two are non-canonical alternate versions, i.e. the bad endings. Those will crush your soul.
1. WARRIOR PRIESTESS RUTHLESSNESS
It's the least depressing of the three non-Nanael episodes, partly because its Special is merely dull, sadistic, repetitive, monotonous and unpleasant. (It's a plotless sequence of bondage, whipping, water-dunking, etc., which exists only to provide wank material for very, very scary otaku. However at least that's an improvement on watching Leina and Aldra's bad endings.)
It's a Tomoe and Nowa episode, which is a good start. They're two of the show's nicest, kindest characters and I love them both. Unfortunately here they fall into the hands of Dogura, a goblin slaver who loves despair, torture and using mind-influencing drugs on his victims. He'll have you chained up in a dungeon and crush your spirit in "delicious" stages, like a connoisseur. He'll send you into battle against his other girls, like Branwen.
I really want Dogura dead. I want to see him screaming in torture. He doesn't die here, but instead is completely fine at the end and still the owner of a slave who's a proud, noble warrior and in no way deserves to be his property.
The episode has a happy ending... for two of those three girls I mentioned.
2. HOLY GHOST VIOLATION
It doesn't belong in Vanquished Queens, but what the hell. It's brilliant. It's the funniest Queen's Blade episode and it demonstrates that Nanael's the franchise's best character, even if she can't measure up to Menace or Melona in her character design. (Yes, Nanael's back. Aya Hirano's doing voice acting again, surprising everyone after her sex scandal.)
It's at least a hundred years in the future and Nanael's been promoted to be an archangel. This is a bit like George MacDonald Fraser's Flashman... no, actually, she's worse than that. I'm pretty sure Flashman was never on the point of turning into Satan. Anyway, the joke here is that, outrageously, Nanael's in a position of divine authority and has a trusting, obedient subordinate in Laila. (Laila was boring in Rebellion, but she's great here as a foil for Nanael.)
Airi then shows up. It's another battle of the panty shots! Airi is, of course, a loyal servant of the utterly evil Swamp Witch. She drinks souls. Her job is sending humans to Hades. She's a better person than Nanael.
This episode on its own justifies the existence of Queen's Blade. I loved it. I also enjoyed the subtle Biblical joke about the value of pi. (Nanael says it's 3.7, but Laila says it's three, as in 1 Kings 7:23 and 2 Chronicles 4:2.) However I'm not defending the Special, which is just five minutes of close-ups of Airi's disappearing clothes.
3. WARRIOR SLAVERY
We meet the Swamp Witch! She's a person with a name! (She's called Werbellia.) I'd always imagined her as a disembodied Satan.
With Liliana's help, here she gets her hands on Leina. This is pretty much as bad as going to Hell. The OVA is a good ending and the Special is a bad ending, but that's just the difference between "dark and ultimately cursed" and "broken mind-controlled despair and willing enslavement to evil forever". Watch these two episodes for humiliation, possible rape, wetting yourself and vibrating groin parasites from the netherworld.
An unrelated annoyance is the presence of Liliana, whom I dislike. She's criminal scum who'll send her undead forces to pillage your town, but she calls herself a "noble pirate" and won't shut up about honour, "aesthetic piracy", etc. Here she captures Leina for the Swamp Witch, but then afterwards helps Leina (a bit) to escape again. What a noble gesture... uh, wait.
4. ALDRA'S TORMENT
Once upon a time, Queen Aldra was a demon-possessed tyrant who tormented her underlings. She'd turn them to stone, or make them perform fellatio on her codpiece. (We see a flashback of this with Irma and it's as creepy as it sounds. The codpiece is about two foot long and could be used to kill dragons, incidentally.)
Now, though, she's an amnesiac housewife who's happy with her husband, but who sometimes has bad dreams. One day, though, Irma finds her. Irma isn't amnesiac. Irma used to be an assassin and she's not feeling forgiving. This episode also involves Echidna the lesbian rapist. The good ending puts Aldra through a lot and forces her to face up to the person she used to be. "Does a sinner have the right to be happy?" The bad ending is the worst thing that could happen.
This OVA series shocked me. "It's an adaptation of the bad endings of a video game!" I assumed... but no, I was wrong. There's no video game involved. The staff decided on these stories of their own free, twisted will. Crumbs.