You must fight enemies on three ships who are pursuing Azura's son Shigure.
How to Unlock
To unlock this Paralogue, Azura needs to reach support rank S with a male unit.
Defeat the Boss
The levels of the enemies in this battle will depend on your current levels and the chapter you are on.
Throughout this battle, the northern and southern boats will alternate broadsiding your ship in the middle. Your walking units will be able to board whichever ship is touching the middle ship on a given turn. Flying units have a much easier time in this battle because they can go anywhere without having to wait for a ship to be touching the middle ship. You could even use flying units to end this battle in one turn by flying to the boss unit.
After the battle, Azura's son Shigure will join you permanently.