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In Overlord Season 3 Episode 12, Ainz decides to use the baby goats (Dark Young of Shub-Niggurath) to show his power to the other countries.

Begin pursuit, my adorable baby goats!

That's right. There are three... No, four people that you must not kill. Do not hurt those select four!

Who are these people? And why are they excluded from the killing list?

Syed Rafay
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I only know of 3. Not 100% certain, but based on speculation and supporting evidence.

First:
As evidenced by Ainz propositioning Gazef to join him as his subordinate, it can be assumed that he is 1 of the 4 people because he wants Gazef to join him.

Second:
This one is based on speculation, but presumably the second person is King Ramposa III. The goal is to annex the Re-Estize Kingdom. The country would fall into ruin and chaos if the king were to die at Katze Plains, especially with the disappearance (death) of Prince Barbro, and would hinder Nazarick's ability to take over the country.

Third: Spoiler Alert

At this point in the story, Princess Renner is already in contact and working with Demiurge and Nazarick. She has asked them not to kill Climb.

Fourth Possibilities:
Uncertain. Anybody is free to comment who they think the fourth person is.

Brain: He has met Shalltear and Sebas. While Shalltear didn't even recognize him, maybe Sebas mentioned him to Ainz after the events with the Eight Fingers. Seems unlikely Ainz would see any value in Brain's life as of this moment, but possible.

Marquis Raeven: A high ranking noble who currently supports Prince Zanac's claim to the throne. Spoiler Alert.

As we know, Princess Renner is working with Demiurge and Nazarick, and she is currently working with Prince Zanac, though more likely she is manipulating him, so that he can wed Renner to Climb once he claims the throne. As one of Zanac's most powerful supporters, perhaps Renner asked Ainz to also not kill him, so not to reduce Prince Zanac's influence in the kingdom. Possible, but seems unlikely given that after the events at Katze Plains, Raeven was so traumatized that he abandoned his post and returned to private territory.

Jun Kang
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  • Presumably, because Brain is there and not some random soldier, he would be a candidate under the "narrowed it down to the people I recognize" trope. – pboss3010 Oct 02 '18 at 16:44
  • @pboss3010 While that is true out of universe, there is no in universe evidence to support that. The only people from Nazarick to even encounter Brain is Shalltear and Sebas. Shalltear didn't remember him when she met him a second time during the Jaldabaoth attack, and I doubt she would remember him again now. While it's possible Sebas mentioned Brain to Ainz, I doubt he would have. Even if he did, I don't think Ainz would value Brain's life based on what Sebas could say about him. So it's possible the fourth is Brain, but rather unlikely. – Jun Kang Oct 02 '18 at 16:58
  • Hmm we will have to see in the future to be able to confirm the list, I am marking the answer as accepted for now! – Syed Rafay Oct 06 '18 at 08:03
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I think the other one is Climb... I don't know why but I think he was the man prohibited to kill according to Jaldabaoth(Demiurge), because when Shalltear was about to catch up with Brain she saw Climb and the other one, and didn't pursue to catch Brain anymore.

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Lord Ains mentions the four people at several different settings of the story. One included is at carne village during the prince’s raid vs. the goblin army. He reminds Lupisregina that a certain four must not die. I’m quite positive that Nphirea Balear is one of the four. Nphirea is working on his potion, which Lord Ains has made clear in the past is very important to him.