Sometimes in anime, you have a character who, despite their physical absence through death or distance, hovers over the proceedings at all times. Reiko in Natsume Yuujinchou and Kou in HanaIro fit the bill, and it definitely applies to Fujimoto Shiro. Though he's been dead since the second episode, Shiro continues to reach out and impact the story, as the people he impacted move into Rin's circle. This time it's Shura, the busty investigator from the Vatican HQ of the Order of the True Cross. Sure, she's here to investigate Rin on their orders - but she's also yet another being whose life was altered forever by her time with Shiro. It was he, apparently, who rescued her from a life in some sort of (literally) Hell. He even asked her to train Rin in the use of the sword - an entreaty she refused at the time, thinking the old man had gone soft. In the head, anyway.
Shura seems quite content to operate under the assumption that Shiro's plan to "groom" Rin to be a weapon against Satan was folly, and to finish him off. But like Blackie the cat sidhe, her memories of Shiro stay her hand (paw). What a guy for finding and calming tortured, lost souls Shiro was. When Shura sees that Shiro was raising Rin not from a sense of duty, but love, she reconsiders her views on the boy - even deciding to transfer to the Japanese branch and train him in swordsmanship (with a shinai, keeping his demon blade safely out of Amaimon's way until Rin proves worthy of it) before she reports back to the Vatican.
The strongest scene of the episode was Rin's flashback to tearing apart his classroom as a small boy, driven to violence by his fury at his classmates for ostracizing him as a monster. Every scene between Shiro and Rin has been great, flashback or otherwise, but when Shiro kept hugging his son even after his ribs were broken... What a guy, that's all I can say. Being voiced by Fujiwara Keiji is never a bad thing, but Shiro is a fantastic combination of GAR and compassion the likes of which we rarely see - frankly, I would have loved to have read an entire manga with him as the main character, and that's not a knock on Rin. Every impulse Rin has to be a good person and resist the dark side of his nature seems to spring from his love for his father.
This is not to say, of course, that all is well. Shura managed to provoke Rin (by mocking Shiro naturally) into showing his flames even with the demon sword sheathed, proving that Satan's powers in him are not truly contained by the blade. That's a little unsettling. With Shura on board teaching her former classmates it seems she's pretty well laid her intentions bare (and I do mean bare), but the same can't be said for Mephisto. His "I abandoned Gehenna to secure peace for Assiah" speech sounded pretty hollow to me. What he and his brother are really after is very much an open question in my book - the Vatican branch is right not to trust him one bit (not that I trust them, either).
And then there's that last member of the current cast still shrouded in secrecy, Bunny-kun. Now that Hoodie is revealed (and I do mean revealed) he remains the last true mystery among the current cast - he's there in the OP and obviously isn't going anywhere, but there have been no clues offered as to his true identity or purpose whatsoever that I'm able to spot. I've seen theories, but given that some of them could be manga spoilers in disguise I won't discuss them here.
And of course, we had another "Baywatch" moment with Shiemi. Is that going to be a weekly occurrence?