Mondaiji-tachi ga Isekai kara Kuru Sou Desu yo?: Onsen Manyuuki
Fleeing through the forest, Hifumi tries to outrun a band of thugs. Accidentally falling off a cliff she lands in the arms of Sakamaki Izayoi, who is accompanied by Kasukabe You and Kudou Asuka. And so the No Names protect Hifumi from the members of a community of slave traders using Deen. As it turns out Hifumi has the special ability to find water sources.
At the presently dried up hot springs, the gang joins up with Kuro Usagi, Lili and Letitia. Now it is up to them to win another Gift Game... the prize: a luxurious soak in the hot springs.
(Source: foo2 at AniDB)
OVA bundled with the eighth volume of the light novel.