Minji and Yubin tell Bora and Handong about the three other immortals they haven't known of.

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"There were five immortals. We were two of them."

"Because of events involving royal guards and the military, we lost the others."

"Who were they?"

"Siyeon, Yoohyeon, and Gahyeon."

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This is where the "The Old Guard", and some "Modern Warfare 2019"  comes in.