The Depths of Despair is a place in Mermaidia.
History
The Depths of Despair are in the deepest parts of Mermaidia. Many mermaids are known to travel down its depths and a fewer came back. It is a feared place by everyone in Mermaidia. Mermaids only go to its heart in search of the Mirror of the Mist. Fairies can go to the Depths of Despair at its beginning, but they can never reach the bottom without turning themselves into mermaids. If a fairy with a mermaid goes together to the depths, it will become extremely dangerous, forcing said fairy to turn themselves into a mermaid while putting her fellow mermaid's life in risk.
When they reach the bottom, they are tattooed with the legendary Courage Crest on their arms, meaning they're courageous enough to reach Mermaidia's bottom. Many merpeople think it is only a legend, but Elina and Nori proved it is true.
When mermaids that once were fairies reverts back, the Courage Crest disappears on them.
Elina and Nori talks with Delphine and she explains she's known where Prince Nalu is, but she won't tell to them, and if they want to save him, they will have to sacrifice themselves.