The Ancient Magus' Bride OVA - Mahoutsukai no Yome OVA

 Just prior to Chise becoming a part-time student, during Cartaphilus' brief nap… Chise receives an invitation to the academy, and she, with the help of Elias and the others, begins preparing. One such busy day, a spriggan arrives at their home on a strange horse, bringing news that "something is wrong with this Wild Hunt." Gabriel, an ordinary boy who'd just moved from London, was bored. Of his situation, of being parted from his friends, of unfamiliar land. Of everything. He was staring through his window, as if to escape from it all, when he caught a glimpse of tobacco smoke. When he ran outside to chase it, the impossible happened: his world began to intertwine with the veiled world of the mages.

(Source: Crunchyroll)

Note: The episodes were bundled with volumes 16-18 of the manga.