Mahou Senshi - memory of gray

Emeroad Fine and Emeroad Misty caught up to Kiel who plans to rule the world and engaged in a combat. During the battle, a mysterious monster appeared and attacked the three of them.

When Fine and Misty were swallowed by the light emitted by the monster, they found themselves in another world. There, they meet a boy with gray hair. The boy's name is "Kiel".

What is the identity of the boy? And what is the goal of the mysterious monster?