I'm pretty sure you're thinking of Thexder. It would start up and you'd hear a Japanese female voice saying something like that - the last word being Thexder. It was a great game! You can hear it here: https://www.youtube.com/watch?v=si_iveNrUPo
I have no idea! I tried to put it through some voice translators but all it gave me were things like "The tiara will send you" and "dialga oakley sticker"
I showed it to a native Japanese speaker and he thinks it's "Siera ga ookuri suru Thexder" though he said he was only able to make out "ga ookuri suru" part and was inferring the rest from context.
I feel like I can hear "Siera" at the start myself and you seemed sure the last word was Thexder, so that's what I'm going with. It's pretty nearly incomprehensible, though.
