In The Light of The Moon

Lily regains the memory of Yuri's father dying. In the final battle with the Desert King Dune, Professor Sabaaku was revealed to be Yuri's father (a fact which she will realize as Professor Tsukikage is wearing all of Sabaaku's clothing sans his mask) and fights alongside Cure Blossom and Cure Moonlight while the rest of their team is occupied. However, they lose fairly badly, and Dune launches an explosive sphere of PURE DEATH at the girls as they're downed.

This is where the memory picks up: Professor Tsukikage stopping the sphere, with the resulting explosion not just killing him, but vaporizing him. Yuri flips out and is about to go homicidal axe murderer on Dune, before she's stopped by Tsubomi, getting a resulting speech about not losing herself to anger. She'll remember Yuri getting hold of herself, and then the both of them transforming.