In Shinigami Record, there's a character named Azami who is Mary's grandmother and Shions mother. She possesses snakes as hair that have unique abilities. As an immortal being, she views humans with disdain due to their mortality. However, she once fell in love with Tsukihiko, the first human not afraid of her, and started a family with him. Later, Azami met the Snake of Clearing Eyes who convinced her to create an everlasting world for her loved ones because of the brevity of human life. This world is known as the Never-Ending World.
One day, when Tsukihiko was captured by the locals, she and Shion were attacked in their home. After stopping the attackers, she leaves to the Heat Haze by herself because she thinks she is the reason why her family cant live normal lives.