During a mission Lanaya stumbled over a cave occupied by vampires. She wanted to take a closer look and investigate what the vampires were doing but didn't anticipate how silent they vampires really are and how sharp their sense of hearing was. Lanaya was detected and had to kill the vampires hunting her. She ran deeper into the cave and discovered a coffin with a weird ornament around it. After pushing and pulling the torches around suddenly a mechanism activated and the coffin opened. In it was the thankful Serana which decided to offer Lanaya to turn her into the ultimate predator. Lanaya accepted and together both of them fought their way out of the cave and travelled through Skyrim to Lanaya's residence. And this is where we are. In Lanaya's house Riverside Lodge.