SHIN MEGAMI TENSEI IV: DEMONIC GENE

In the year 1492 of the Gregorian Calendar, in the Eastern Kingdom of Mikado... The Samurai guard the Luxurors and Casualries—the people of Mikado. The wild Samurai Walter seeks to improve his self-taught, but unrefined skill. The Samurai Gina watches keeps a close, worried watch on the wild Walter. One night, the pair, while keeping watch, are suddenly transported to an unknown world... There, they see a tyrant—a demon that is far stronger than any they have encountered! As a result of the battle with the tyrant, the fate of this pair begins to shift...! — Description from AniList community (anilist.co).