A movie saga based on Elio's childhood - specifically his "emotionally-stunted phase", meeting his future foster father - <Mephisto the Darkrai>, and him steadily overcoming said phase via passively learning from the [Dreams] he's infiltrated and the [Nightmares] he defeats. It ends with him acquiring the epiphany that induces his emotional foundation establishment and his dyes his (formerly) monochromatic worldview into something variegated - now realizing he's successfully taken his first step towards normalcy and being his own person.

In terms of movie names, think of it like the <Fate/Stay Night - Heaven's Feel> trilogy, where each has its own chapter. In this case, the chapter names are based on a combination of lunar phases, types of moons (i.e. Harvest Moon, Blue Moon, Supermoon, etc.), and lunar months (i.e. Pink Moon, Hunter's Moon, Snow Moon, etc.)

Bonus: It's animated by Ufotable, because why not ¯_(ツ)_/¯