Luke is in Italy, under the alias of "Duke Turner," a talented MMA fighter, looking to get the attention of Italian crime lord, Charlie Caligula, and a mystery Batman Inc. sleeper agent Batman said would meet him there. After his fight, a woman who was with Caligula earlier finds Luke, giving him an invitation to a special fight Caligula has set up, and revealing that she's Pippi Giovanni, the agent he was supposed to meet.
Luke arrives at Caligula's complex and is soon put in a fight with a dude who channels dragons from his fist, hardly fair, but he manages to exploit a few weaknesses and wins. Turns out, Caligula has a fetish for ancient Rome, and Luke is his sacrificial lamb for his version of gladiator battles. While the first fight is over, Caligula promises more, but offers Luke his choice of "companion" during his rest between fights, so Luke picks Pippi, and basically goes "WTF did you get me into?" when they meet in his room later.
Knowing he can't go on fighting Caligula's men for much longer, Luke decides to accelerate Pippi's plan to take down Caligula, and just straight up go after him, hoping to get him into international waters where Interpol can pick him up. Pippi of course thinks this is a stupid, blunt plan, but they don't have much choice, so she decides to help Luke, telling him to meet her on the roof at 3AM.
On the roof, Pippi shows up in a roman legionary costume, and surprise, she's the daughter of the Legionary, you know, the former Club of Heroes member who got murdered in The Black Glove? Yep. So they infiltrate Caligula's main facility and see why he was so interested in the diamond mind from earlier in the series. Turns out, those diamonds are special, and vibrate at a special frequency, which when accessed by a computer, acts like a bug, so Caligula can spy on some of the most powerful people in the world, who would own these diamonds.
Of course, because this is a comic book, nothing goes perfectly, and Caligula shows up with lots of men surrounding both Luke and Pippi. When Pippi spits in Caligula's face, Luke uses the distraction to throw down some smoke, grabs Caligula and tells Pippi to run. With Caligula's men chasing them, Luke gives the crime lord to Pippi and fights off the men tailing them.
Caligula eventually gets away from Pippi and locks himself in a panic room where he sets off a self destruct sequence, but Luke eventually uses some batarangs that burn a hole through the metal door, grabs Caligula, and escapes just in time with Pippi.