Episode 12 of The Sandman Season 2 kicks off with Sexton, an environmental journalist, grappling with the daunting task of penning a suicide note for Sylvie, his estranged lover. Amidst a wave of despair, he perceives the world inexorably hurtling towards its doom, despite his relentless efforts to stem the tide. His reflections are abruptly interrupted when Billie, his roommate, arrives with her girlfriend Amelia, prompting his unceremonious exit from the premises.
Wandering the streets, Sexton's melancholic musings intensify upon stumbling upon a pile of cherished classic novels and memorabilia, abandoned like relics of a forgotten era in a dump. As he sifts through them, an unfortunate mishap befalls him, only to be saved by an unexpected benefactor—Death herself. She extends an invitation to her domain to tend to his wounds, but Sexton's insistent curiosity leads him to uncover her true identity, instilling in him a creeping sense of dread. She reveals that once every century, she takes a mortal's guise for a day, immersing herself in humanity's pulse to maintain her connection.
When Hettie abducts Sexton, leveraging him to coerce Death into retrieving her soul, the latter, whom Sexton christens Didi, complies, dragging him along on her earthly sojourn. Her infectious bubbliness and enthusiasm win her free meals and rides, much to Sexton's astonishment and discomfort.
Didi then persuades Sexton to visit Sylvie's haunt, where they bump into Billie, a perturbed Amelia, and her friend Jackie. Despite his cynicism, Sexton finds himself mediating between Amelia and Billie, revealing a softer side. Billie confides in Didi about Sexton's troubled state, hoping he finds solace among those who cherish life.
Adopting a protective, big-brotherly demeanor towards Didi, whom he mistakes for a delusional and innocent mortal, Sexton shields her from Theo, Sylvie's menacing acquaintance. He harbors disdain for Sylvie and Theo, viewing them as irresponsible revelers who trivialize life's sanctity. In return, they look down upon Sexton with condescension.
Yet, Didi persists in seeing the good in people, even dancing with Theo. Meanwhile, Jackie joins Sexton, who broods on the sidelines. Frustrated by the world's indifference to its impending doom, he inadvertently reveals his suicidal inclinations. Jackie, who has grappled with suicidal thoughts herself, expresses concern for him, confessing that despite her struggles, she cherishes her existence.
Moments later, Didi reluctantly drags Sexton along to a club tour conducted by Theo, unbeknownst to them it's all a ruse. As Theo seizes her ankh necklace, he traps them in a dimly lit storage room and flees, leaving them puzzled and trapped. Didi's eyes catch sight of a pentagram etched on the wall, dawning on her that Theo has invoked Death.
Regretting her defiance of Sexton's advice and the mess she's dragged him into, Didi offers an apology. He, ever forgiving, engages her in a profound conversation about free will. She confesses her fate as an Endless, devoid of choice, yet as a human, she cherished her solitary day of liberty, which she has squandered to her distress. Moved by her plight, Sexton attempts to devise humorous yet futile rescue schemes.
Just then, Theo rushed in, frustrated by Anka's futility. He desperately wanted to revive his girlfriend, Natalie, who had died of an overdose, while he watched helplessly. Dee Dee tried to comfort him, but her words fell on deaf ears as he decided to end his own life. Sexton was caught off guard, and the bullet missed. Theo survived and was whisked away in an ambulance.
The next morning dawns, and Didi reflects on the necessity of her recent experiences, sharing her thoughts with Sexton. By the riverbank, they stumble upon a jewelry stall. For a rare change, Didi is charged for a pendant she selects for Hettie, marking a poignant shift. Realizing this could be their final encounter, Sexton is overwhelmed with sadness. Didi laments how swiftly time passes, urging us to cherish every fleeting moment. She yearns for just one more second, but her heart ceases to beat, leaving her words hanging in the air.
Hettie discovers Sexton, tears streaming down his face, in a desperate attempt to revive Didi. She gently places the two cents Didi had cherished upon her closed eyelids and seizes the pendant, within which lies her very soul—a poignant painting of her daughter. As she prepares to depart, Hettie assures Sexton with a solemn promise that Didi shall return, a century hence.
Back at their abode, Sexton unburdens his heart to Billie, who ponders whether Didi might actually embody Death itself. He muses that it would be a comforting change if Death presented a benevolent visage, rather than the harbinger of pain and sorrow. Meanwhile, Amelia arrives with Jackie, who is keen to ensure Sexton's well-being. Though hesitant to intrude, Jackie finds Sexton has deleted his suicidal note and warmly offers her a cup of tea in his stead.
The climactic scene of The Sandman Season 2 Episode 12 unveils Didi awakening in the realm of Death. She confesses to her Endless counterpart that she cherished mortality deeply and is reluctant to let it conclude. The Endless version of Death, her sad smile reflecting a profound understanding, extends her hand to Didi in a gesture of both solace and acceptance.