MAJOR SPOILERS FOR SEASON III AHEAD
Okay so in season 2 we were introduced to Cassandra. Now as we know she gets visions of the future which everyone around her thinks are meaningless. We as the audience know that they are always accurate but metaphorical. For example seeing a rabbit jump over the moon and eat the sun.
This OVA starts off normal and it's just normal fan service stuff, the last few minutes get really weird and a lot of characters show up that shouldn't be there, and say a lot of things that don't make any sense in the context of the OVA. Then we cut to Cassandra who wakes up from her prophetic dream, turns out everything we saw was a dream.
But her dreams come true, though never directly. The OVA basically covers the plot to season 3. When he finds out that the mushrooms are alive he decides to protect them. Finn says that a mushroom will always be a mushroom, same thing he says about monsters. Bell blocks his path saying "These are my game/prey" which is what he says when defending Wiene. This is also why Ais is on the island with them, she's the only one outside the familia who ends up believing in Bell and the only other one who learns the truth of the Xenos.
Basically the weird ending to the OVA that feels like you're tripping hard is actually a cleaver hint at the events coming up in season 3. Most people didn't get this because to understand this you would have to have read ahead, or be like me and write a review after seeing season 3.
Anyway, beach episode, if that isn't enough to convince you I don't know what will.
