[PS2][2000-2008?] Celtic themed mon game
Set in Ireland, in (I think) the 1920s. There were two player characters, a young woman and a slightly older man.
The two had different methods of fighting. The woman's battles played out roughly like something from the Raidou Kuzunoha games, and she had to collect various fae to fight for her. The man physically transformed into a warrior and fought enemies himself.
It was eventually revealed that the woman had unknowingly created the man to be her protector.