>>907194They're virtual reincarnations of two girls of some sort of importance named Hain and Heim For some reason the original Hina died first, and the Hime died from grief after, this is in their Lemon cover and Hibari to an extent. Some scientist, possibly Eve, is mass producing clones of the two girls but none of the clones feel emotion so they get discarded, the two virtual reincarnations were two of those clones with emotions who the caretakers paid more attention to, the basis of Hitogata. The caretakers of the clones are referred to as Carols, and those are the 9s lookin background dancers in ambroid. Then their most recent live show opened with one of the Carols doing something to the girls as they died together.
Basically all their original songs and Lemon up until the newest one form the story. Newest one isn't related, but maybe the new album's songs will become its own story.