Elfen Laid - Season 1 Episode 2 Volume 2

Theodora and Helena are daughters of the royal family of Burgundia, which has been invaded and defeated by the country of Merovech. Theodora was going to commit suicide when she discovered that her younger sister Helena had been captured. She decides to obey the orders of Uranus, king of Melven, in order to save her sister—by becoming a general in the king's war against the elves. However, Uranus has no intention of honoring his bargain, and turns first Helena, then Theodora into his sex slaves.