OVA "xxxHOLiC Rou" is set 10 years after Watanuki's part-timer years in the anime series.
The story begins with Ghibli-evil-assimilation-like disappearance of Yuuko, whether a dream or reminiscence, we are not certain. Watanuki makes a promise that he will wait for her return, and that he believes dream will come true as long as he believes in it. Watanuki was the new master at the 'shop' when he opens his eyes. No longer a jumpy and clumsy high school kid, Watanuki has an air of authority and confidence. However, there's the same care-free atmosphere in the 'shop' with Maru, Moro, and Mokona running around the house, and his role as the cook has not changed. Doumeki is now an assistant professor at nearby university, but runs errands and goes on missions on behalf of the 'shop' (like Watanuki in his high school days), but still shows Watanuki no respect. From what I've read in Japanese blogs, the setting is similar to manga, except more time has passed. The story in "xxxHOLiC Rou" is about a request for a mission brought by Doumeki to find a hidden relic in an old mansion.
Animation has not improved much from the previous OVA, but character proportions are much more realistic compared to "Kei", and much easier on my eyes. Music was very nice, and effectively used to create the eerie and suspenseful mood in certain scenes. Voice acting, once again, is very well done. Although the technical aspects of this OVA definitely lacked the wow-factor, it was incredibly well-directed. The pace and the setting was clearly established in about 10 minutes, and the plot flowed wonderfully to the very end. A number of poignant moments between Watanuki and Doumeki are abruptly interrupted by Mokona or Maru/Moko, which carries the thought to the ending, which was an 'interpret-by-yourself' conclusion. The OVA had a true Japanese cinema feel with excellent use of silence and pauses, as well as effective utilization of camera footage taken by Doumeki and viewing by Watanuki to advance the story.
I have not been following the manga series, but the setting of "xxxHOLiC Rou" was very easy to follow (although it raises a lot of questions to Yuuko's disappearance and what happened in the last 10 years). The mission this time is an unremarkable one, but it's themed around Yuuko's return, and a showcase of 'how the ship is ran' by Watanuki's as the 'shop' master. Once again, there is a lot of Japanese mythical references that were very interesting if you're into that stuff. The characters weren't given much space for development in the actual show, but it is rather a display of how the characters had developed in the 10 years without Yuuko. Character depiction was done exceptionally well as a half-feature-length-OVA.
Unlike the previous disappointing OVA "Shunmuki", "xxxHOLiC Rou" is nearly a flawless episode that uses the 40-minute run time very efficiently and a story well told. It doesn't necessarily bring a closure to the "xxxHOLiC" series or the "Rou" story arc, but I personally think it would serve as an excellent precursor and intro for another season of "xxxHOLiC" series since it really stirred my curiosity to events transpired in 10 years, and made me crave for more.
The second OVA episode is titled 'Adayume' (Empty Dream). This time, the mission is brought in Watanuki's dream by Doumeki's grandfather Haruka, who appeared in 'xxxHOLiC Shunmuki' OVA. The premise is still the same as the previous episode, most of the play duration takes place in the dream that Haruka wants Watanuki to change, and follows a series of past events from Doumeki's perspective. Once again, it's pretty heavy on folklore with references to Baku, the dream eater, and Houjou Masako, who is said to have purchased her sister's dream to become the shogun's wife (her sister could not interpret the dream).
The second episode felt a bit lacking, both in length and depth to the story, but it has some nostalgia value in revisiting past events. There is also an upcoming conflict foreshadowed by Yuuko, so perhaps there will be more episodes. 'Adayume' have only added more questions what happened in 10 years' time. It'll be interesting to see how everything will be summed up.