In the Nanoha franchise, the term Sound Stage(サウンドステージSaundo Stēji) refers to an audio drama CD. These are usually published as supplements to the anime seasons and are considered their "extra" episodes. They are equally canonical in the continuity of the respective series as regular episodes.
Set two years before the main series, this Sound Stage describes Fate's life before coming to Earth. Presea's familiar Rinis successfully tutors her and creates Bardiche. She also helps Fate with creating her own familiar, Arf. When Fate's training is complete, Rinis dissipates and Presea sends Fate after the Jewel Seeds.
The Riot Force 6 is transferring to the Arthra following the Numbers' attack on the Long Arch and are resting, recovering and preparing for the next challenge. Meanwhile Lutecia, Zest and Agito discuss Agito's past and her potential past Lord that she can no longer remember. Numbers, too, are recuperating and discuss their recent successes and failures and their backgrounds. Yuuno is helping RF6 by deciphering Carim's prophecy and cheering up Nanoha. Meanwhile, at the Yagami residence, Rein starts having dreams that bring up memories of Reinforce's involvement in the old Belkan wars and her hope for a better future.