I believe the same dragon that nearly killed Elsa, Anna, and Meryl when they were babies is back again. For some reason, the S Rank monsters are holding an evil meeting discussing things and it seems the dragon is up to dealing with their "problem". And this might start the next arc where various truths will come out. Including the daughters probably finally learning the truth about everything.
Though iirc in the novel, it's explained Anna is the first to figure it out since she's working at the adventurer's guild as she looked up why Kaiser quit while he was still A Rank and was about to reach S Rank. This ends up her learning about the village that Kaiser failed to save. How the adventurer's guild didn't blame him, the other adventurers were basically jealous but didn't do any more rumor spreading after that since Kaiser retired early. It didn't take much for Anna to deduces that the village that was destroyed was their original home, and that Kaiser is their adoptive father. Despite Anna pretty much figuring out the truth without confirmation from Kaiser, she doesn't say anything about that to Elsa or Meryl. That is until the dragon makes a reappearance. When tasked with defeating it, Kaiser is finally questioned, and he does end up explaining the past and how he adopted and raised them. How he believed it was his fault that he woke up the dragon that destroyed the village the girls were born in and that event had been his single most greatest regret in his life.