The World of Zero (零の世界) is a part of KeA and the Azure Tree that contains every possible reality and allows her to freely reshape the world's history.
Background[]
Following the Special Support Section's victory over Azure Demiourgos, Lloyd Bannings follows KeA as she collapses onto herself, ending up in the World of Zero. There, he finds his deceased brother, Guy, alive. He explains to Lloyd what the purpose of the World of Zero is, and tells him that KeA is considering resurrecting him for the sake of Lloyd and Guy's fiancée, Cecile Neues.
Although nothing would make Lloyd more happy than getting back his brother, he concludes that that would deny the efforts of those who struggled with his loss and that it is for the best that he would not get resurrected. Guy agrees and is relieved to see that Lloyd has grown so much. Warning Lloyd that there will be "obstacles" to overcome as long as he lives, he waves his brother farewell as Lloyd heads to the World of Ein Sof in search of KeA.