Saving My Fr...: [raizel] Highschool Dxd - 04 - I-m

While the anime episode focuses on Asia's rescue, the "04" designation also appears in other parts of the franchise:

Issei discovers that Asia is a prisoner of the Fallen Angels at a local church. Rias initially forbids him from intervening, as Devils and Fallen Angels are at a centuries-long stalemate. [Raizel] Highschool DXD - 04 - I-m Saving My Fr...

Rias explains the power of a Pawn piece, revealing that Issei can undergo Promotion to gain the abilities of any other chess piece (except King) once he is in enemy territory. While the anime episode focuses on Asia's rescue,

The phrase is the title of the fourth episode of High School DxD 's first season. In this pivotal episode, Issei Hyoudou ignores Rias Gremory’s warnings to rescue Asia Argento from the fallen angel Raynare. Episode Overview [Raizel] Highschool DXD - 04 - I-m Saving My Fr...