Like many movies associated with anime TV series, Arrow of the Orion does not easily fit into the timeline established by the source novels. In fact, it technically doesn't fit at all. Circumstances shown in the movie indicate that it has to take place before Apollo Familia's attack (As seen in novel 6 and TV season 2 episode 3) and after Bell and crew return to the surface from the journey to floor 18 (at the end of novel 5 and TV season 1), but in the novels only a gap of a few days exists between the two; certainly there isn't room for the 20+ day round trip journey shown here. Fujino Ōmori, who also wrote the script for this movie, has implied that the movie isn't meant to be canon at all, and it is probably best interpreted that way anyway. That's a shame, as the movie features a surprisingly strong story for what's normally throwaway fare like this. In fact, it's one of the better non-canon movies out there which have been made as complement to a TV series.

Setting the timeline issue aside, the movie is deeply-grounded in the foundational elements of the franchise: Hestia and Lily squabbling with each other over Bell, Welf trying to stay out of it, and Hermes being the sly, manipulative horndog that he is. There's another female character – in fact, another goddess this time – involved who needs his assistance and seems to be getting drawn to him, hence providing further potential romantic complications, to Hestia and Lily's dismay. Predictably, there's also a task laid out that only one pure of heart and on a true heroic path can manage, and it involves dealing with an especially nasty foe that is also a complete Irregular as monsters go. That means lots of action sequences going around. A bunch of female characters gathered, including a goddess notorious in mythology for violent reactions to getting peeped upon while bathing, also gives Hermes another excuse for his more prurient side to show and provides much of the obligatory fan service.

If all of this sounds rather humdrum in construction, it is. However, this is also where characterizations and story execution matter most. Even if the story isn't canon, the details still flesh out the setting more by expanding Hestia's backstory and introducing something new: a deity who actually actively fights alongside her familia. It also demonstrates, more clearly than any animated content prior to the movie, why the gods locking their Arcanum away is such a big deal. Most importantly, the writing makes Artemis into a wholly credible character. It retains some of her defining characteristic from mythology but also shows that her circumstances and experiences in the mortal realm have changed her from what Hestia knew. She is now a creature of ion, one who seems determined to experience what she has not before, and yet all of her ion and warm smiles are tinged by a sadness and sense of resolution. The full reasons for this get revealed as the story approaches its climax, and the resolution of the whole affair is handled well enough to generate some emotional impact.

The naming conventions here are also interesting. In astronomy, Antares is a red star that is the brightest object in the constellation Scorpius, so it's not a coincidence that the monster by that name here looks somewhat like a giant, mutated scorpion. Scorpions are also integrally involved in stories concerning the legendary hunter Orion, and some version of Greek myths speak of Artemis taking a liking to Orion. Omori clearly took all of this into in writing the story, which winds up being a variation on the myths involving Artemis, Orion, and Scorpio.

This being a movie connected to two TV series, it naturally has plenty of guest appearances. In addition to Bell, Hestia, Welf, and Lily all getting stylish new clothing for the adventure, just about every significant character from both the main series' first season and Yahoo! Japan for several months between late 2017 and mid-2018.