Mahou Senshi Princess Tear

While Metzer and the Sweet Knights are fighting on the surface of Earth, the war on Roa has reached a critical point. Seeking safety from the monsters of the evil syndicate Zerou, Tearna, the Princess Tear and the only daughter of Queen Gloria, comes to the surface world to help (and join forces with) the Sweet Knights, but tragically she's too late. Metzer has already won and, to Tearna's chagrin, has been forewarned by Zerou of her coming, too.
But even if the protagonist still follows the order of the syndicate, it's becoming manifestly clear that Metzer is plotting something, and a captive and brainwashed Tearna could give him the means to finally grasp absolute power...