There has been a confirmation by FUNimation Entertainment that an OVA episode for The Disappearance of Nagato Yuki-chan will be releasing in both its DVD/Blu-ray Disc and in its The Melancholy of Haruhi Suzumiya Ultimae Collectors Edition. The episode itself is titled “I cannot Let Summer Break End”. Originally back in October the OVA released and was bundled with the limited edition of the ninth manga volume. Mind you that the series first began as a manga on July 4th 2009 and is still ongoing, the series would later get an anime series which released April 4th 2015 and ended July 18th 2015 with releasing 16 total episodes. The series plot summary can be seen below quoted from MAL:
Nagato Yuki, the shy president of the literature club, has never been very sure of herself around other people. But around Kyon, the only boy in the tiny, three-person club, Yuki finds herself faltering even more than usual. For Kyon, and for her precious club, Yuki must find her confidence and let her true personality shine!