The Shrine of Sands is located underneath the Underground Ruins.
Michael takes Zero to the shrine to test her strength and challenges her. After Zero defeats him, he agrees to aid her in her mission to kill her sisters.
Three comes to the shrine in order to kill her imp experiments.
Zero arrives to the Shrine of Sands to find a broken Two. Cent uses her power to summon Egregore and attack Zero. With one final blast, Mikhail kills the duo and Two in one breathe, which cause him to evolve. Cent then offers his services to Zero, which she reluctantly accepts.