According to Narita, this series isn't part of his Naritaverse which includes Baccano, Durarara, Vamp, Estusa Bridge, etc. So that means it's a whole other universe where even the normal, non-fantasy world also has humans with supernatural abilities, like Lemmings.

Not sure how I feel about that. For all the surprise these characters show when seeing magic and a zombie, they seem to find the existence of the legendary Lemmings acceptable as reality...