Final Fantasy 15 had several DLC episodes revolving around alternate characters, though there are three episodes that never saw the light of day. Episodes based on Aranea, Lunafreya, and Noctis were all planned, but then cancelled back in 2018. These episodes were meant to come after Episode Ardyn, as part of the Dawn of the Future series. The last three episodes were never implemented into Final Fantasy 15 as an actual game, but the stories of each episode were included in the Dawn of the Future novel written by Emi Nagashima.
Square Enix's official reason for the cancellation was a change of direction in development, with resources towards the DLC being shifted to new titles. Fans speculate that decreasing sales and hype were a factor, as Final Fantasy 15 no longer had the sheen of a brand-new title. It is fortunate, however, that art and plot from the cancelled episodes were still released in book form.
Episode Aranea's story as told in the novel begins with her arrival in Gralea, Niflheim's capital, finding it under attack from military daemons. Emperor Aldercapt is dead, and Ardyn is proclaiming that Niflheim has reached its end. Aranea and Ardyn fight, but Aranea instead puts her energy into rescuing people from the surrounding area. One of the people she rescues is a young girl entrusted to her by Loqi. The girl turns out to be the emperor's granddaughter named Solara, and the reader is shown that a decade later she grows up to become a daemon hunter.
The story is an offshoot of the main plot, and while it may not be necessary to the main narrative, it does allow Aranea some deserved spotlight. She's relegated to a side role in the main story, and while she's a good supporting character in Episode Prompto, she doesn't have a lot of screen time on her own. It's unfortunate that the two episodes centered around female leads got scrapped, especially when Final Fantasy 15 already has so few female characters of significance.
Luna's story begins with her being revived by Bahamut himself. She meets Solara and the two begin to travel together. Luna is able to absorb Starscourge, but it does have an effect on her body. Luna begins to question her role in the Astrals' plan, and Solara and Shiva begin to make her especially wary towards Bahamut. Solara and Luna find and rescue Aranea, but the Starscourge Lunafreya absorbs changes her into a daemonic form. Shiva visits Luna again in her dreams, warning her of how Bahamut plans to use her to gather darkness as an energy source. Luna decides to foil this plan, and she wants to convince Ardyn to help.
When it comes to female leads getting less than they deserve, Luna is an especially unfortunate case. She gets killed off in the main game relatively quickly, and her presence is more mystical than anything. Luna has a lot of plot significance as an Oracle and princess of Tenebrae, but she rarely does much on her own. She's a supportive character for Noctis and other male characters, and has little agency. Episode Lunafreya not only allows her to question her role as the Astrals' tool, but she works together with other women to change fate.