You find her on sale at the 'slave market' when the merchant greets you to come in, he shows you Setsuna she looks like she's in bad shape... She's bruised, hit, etc... you said you wanted to go inside the cage to see her and the merchant agreed before Setsuna said Setuna:"C-CMERE! YOU FILTHY HUMA-" she gets shocked by the collar on her neck, she screams in pain...