I've just started watching the 4th season of High School DxD (Hero). I know it's been a while since I've last seen the previous episodes. However, in episode 2, this line in Kiba's speech made me wonder if I had missed any episodes/OVA.
Kiba: I heard you had to deal with the four Great Devils?
A few seconds after, Issei had a flashback and then I was sure, I missed some episodes.
Unknown character: Right now, you are finally in front of many doors with a key in hand.
Is Issei's flashback from any OVA/movie/episode? Which one?