Hai to Gensou no Grimgar: Furo no Kabe ni Kaketa Seishun – One Dub
Watch Hai to Gensou no Grimgar: Furo no Kabe ni Kaketa Seishun – One full movies English dub online kissanime
Other title: Grimgar: Ashes and Illusions Special
Episode 2.5 of the series, will expand on the ending of episode 2.
Included in the 1st volume of the Blu-ray/DVD releases.
Sources: Myanimelist, Wikipedia