First thing to get straight: there are various different Miyu works. These include:
Meanwhile, Miyu's true targets are the stray Shinma, which are demon-like, god-like beings who have a bad habit of preying on human life. Miyu and her Shinma servant Lavra have the task of returning the Shinma to the Darkness whence they came. The spiritualist Himiko, who is simultaneously intrigued and repulsed by Miyu, slowly comes (across the span of 4 30-minute videos) to understand some of Miyu's past and her loneliness. Miyu, who had been destined to be a mortal vampire and leader of the Shinma (for such is the nature of the royal vampire line), accidentally let loose large numbers of Shinma in her (and her mother's) efforts to avoid her becoming a vampire. (Her mother was even planning to kill her beloved daughter to spare her such a life). Thus, becuase of the Shinma mishap, Miyu was forcibly given agelessness as well as the task of collecting those Shinma she had freed. Now, trapped in this task and quietly wishing she could be something else, she survives on human blood and sends Shinma back to their dark home.
The videos are very well done. The 4th, the story of Miyu's childhood, is perhaps the weakest; it spends too much time trying to wring the viewer's heart (alas, so do many of the comic books). But the mood is set pretty well, and the strong character of the psychic (I really do forget her name) helps hold the 4 together.
Miyu in these stories is not as cool and collected as she usually is, and spends a lot of time agonizing about her past.
Yui, as a newly awakened vampire as well as a Shi whose roots lie with the magic lake, suddenly finds herself attacked by all sorts of Shi who really would prefer her dead and unable to go wake up Yuki. Yui has some power, lent her by cherry trees and the lake, but she's not quite good enough. Luckily, Yui (like Miyu) quickly finds a tall, handsome, long-haired protector: Nagi. Nagi is a Shi who just happens to be the adopted brother of the mortal man who fell in love with Yuki the lake-guardian. Good with a blade and awkwardly protective of Yui, he becomes her companion as well as her usual source of nourishment. ("You can be such a bother," he tells her as she, pale and weak, drinks his blood). Nagi tries to get Yui to go to the lake and deal with waking up Yuki, but Yui is simply not ready and not strong enough yet. They pick up a third ally, an interesting and handsome Shi who switches from short-haired male form to long-haired female form depending on which one her/his opponents/victims might prefer.
In contrast to the distant, cool Miyu and the quiet, brooding Lavra, however, Yui and Nagi are a far more "human" team. Yui laughs and cries a lot in a natural, unrestrained way (whereas Miyu giggles mysteriously, and only sheds tears when the author is trying very hard to make the reader feel sorry for her); Nagi blushes and gripes and tells Yui what a pain she is sometimes (whereas Lavra usually responds to Miyu with a polite, obediant, "Yes."). The combination gives Vampire Princess Yui more charm and humor than Miyu can show, and the characters' more equal, human relationship seems far less bound by strange laws of vampiric magic, servitude, and love.
Lavra's story: Lavra had once upon a time been sent from the West to kill Miyu before her vampire nature had awakened, but he grew fond of her instead, pitying her as the young girl fought hard and valiently to deny her awakening vampire nature. So he waited too long to kill her. By the time he tried, Miyu was able to psychically overpower him, drink his blood, and mingle some of her own in his veins. This, by vampire magic, made him into her loyal servant. Throughout the years that followed, after Miyu was made ageless to allow her to hunt stray Shinma, Lavra proved over and over to be her strongest protector and her best ally; without him, she would surely fail. And Lavra has come to know Miyu's sadness, for she wishes privately that she were just a normal girl doomed to die, not someone dependent on human blood, not someone charged with a long and possibly eternal task.
Anyway, the Western Shinma, including such Shinma as Water Lipper, Cait Sith, Pazusu, Carlua and such, arrive in Japan and promptly start killing the Japanese Shinma. The Japanese Shinma, including the doll-controller Ranka (who dresses in traditional kimono), emerge to fight the invaders.
Alas, but the Western Shinma finally manage to capture Lavra, and using a transfusion of blood from his cousin (who is in love with him), they do a complete psychic clearing of him. Lavra forgets Miyu and wholeheartedly joins his brethern in their conquest.
But a deeper plot is brewing, for one of the Western Shinma, Cait Sith, has treachery on his mind. His mother (whose name escapes me just now) was long ago turned to stone by Miyu's ancestress (?), and now he has come to (1) kill Miyu and (2) return his mother to flesh and (3) backstab the other Western Shinma and seize the throne for his beloved mother. (Talk about Oedipal complexes...).
On top of all this, the Western Shinma manage to corner Miyu. To Miyu's great dismay and sadness, Lavra battles her personally. Heartbroken and unable to believe that her former best friend does not remember her, she defends herself poorly and is killed. Lavra, who tastes some of her blood as she dies, becomes very confused and feels a strange anguish. Meanwhile, the treacherous Western Shinma Cait Sith has been exposed to his compatriots, and Western Shinma kill Western Shinma in a confusion of hatred.
Ranka and Yui come to Miyu's rescue. (Yui, by the way, had felt some strong urge to come help Miyu, and so temporarily abandoned her own comic book series to jump into Miyu's). Through some bizarre magical procedure, Yui uses her own blood to create a "clone" of Miyu (though with Miyu's soul). Revived this way, Miyu (now with the bonus of Shi powers) battles the invading Shinma with renewed vigor. In a great scene which I have paradoxically forgotten most of, she meets Lavra again and he remembers her. Their fingers entwined, Miyu joyfully partakes of Lavra's blood again, making him her servant once more, and he happily and lovingly lets her. If this sounds kinky to you, it probably is.
The last book was, alas, not very impressive. Essentially, Miyu and Lavra win (surprise), as some of the Western Shinma form an odd alliance with Miyu against Cait Sith. I don't remember very much of the ending, unfortunately.