Afterwards, Combs once again pressed his team to audition new young women for the group. Finally, twenty young women were chosen and moved into a loft in New York City. Viewers had become invested in O'Day and Fimbres's friendship, naming them "the AUs" and "Aubrea" (portmanteux of their first names put together), as they watched the two compete all over again for positions in the group. As the competition's challenges increased, their friendship seemed to become the foundation upon which the group was being built. In addition, O'D ay emerged as the show's breakout star.
After weeks of dance and singing lessons, promotional appearances, and a performance in front of 10,000 at a Backstreet Boys concert at Nissan Pavilion in Bristow, VA, eleven contestants remained, including O'Day and Fimbres. The finalists were sent home for three months, told to polish up, and return for the final stretch in November 2005.
On the second season's finale, on Monday, November 15, 2005, the show's ratings broke MTV records as millions of viewers watched to see the group officially formed. Five of the eleven remaining contestants were chosen: O'Day first, Wanita "D. Woods" Woodgette second, Shannon Bex third, Dawn Angeliqué Richard fourth, and Fimbres last. The final five members of the group in place, the third season of Making the Band 3 tracked the development and struggles of the new band — from then on known as "Danity Kane" (a name taken from a female anime superhero created and drawn by Richard). The group would later be featured on the second and third seasons of Making the Band 4 with new male R&B group Day26, as well as new solo artist Donnie Klang.