For those who have read the original Koutetsu no Majo light novels, Episode 02 adapts chapters 3 and 4 with reasonable fidelity. However, the anime adds two original scenes:
Lieutenant Klaus Brenner (the scarred veteran who hates her in Episode 01) corners her. You expect a fight. Instead, he pulls out a tarnished pocket watch. Inside is a photo of his sister—another mage-augment, chewed up by the same prototype process that made Annerose. He doesn’t yell. He whispers: Koutetsu No Majo Annerose Episode 02