Where are we?

2 minutes later...

Dawn slowly lifted her head out of the cloud to see a pair of purple eyes looking at her from behind a small fluff.
"Hello?" she asked weakly. The eyes flinched from behind the mound, and Dawn added, "Hey, it's okay, i'm not here to hurt you," and sniffed back tears, wiping her eyes to try and clear them.
Slowly, the face returned, and a blue-ish pony with a yellow mane crawled over the mound, giving Dawn a curious .look before asking, "Are you alright? You look sad." And dawn replied, "No, I suppose i'm not alright, considering recent events..." and her tears started again. The pony gave her a sympathetic look and walked over, taking a quick glance at the battered city before sitting down beside her, laying a wing over Dawn's flank.
"Hey, i've felt kinda down lately too," the pony said, and Dawn looked up at her, asking, "You have?"
The pony looks up and in to the distance for a moment before responding. "Yes, today actually. My parents saw the explosions and told me to hide up here. They said they would be back soon, but it's been a while..." She looks back at Dawn with a sad look on her face, which is quickly replaced by a smile and a question. "So, what's your name?"
"My name?" Dawn takes a moment to think, then says, "My name is Tainted Dawn, but my friends just call me Dawn."
"Tainted Dawn... what an interesting name. My name is Sparkling Star, but my parents called my Sparks."
"what about your friends?" Dawn asks.
Sparks replies, "I didn't really have friends, but I guess that's another reason to be happy that I met you!" and Sparks looks over at Dawn, bringing back her wing and giving her a smile that made Dawn feel like Sparks was much more childish than she first let on.

He had made it. Right out of the place he used to call home, Dusk kept running, stopping to catch his breath when he was outside the outer wall of the city, going past the bodies of guards laying over the battlements, splotches of blood and broken swords and arrows laying over and next to the bodies of those that used to patrol the walls. Leaning against a tree, Dusk sets the saddlebag on the ground next to him and coughs, his throat dry from running such a distance.
It was then that he began to feel a small pain growing on his flank and, looking down he sees a small gouge running along his side, blood slowly flowing out. He stares at it in horror for a moment before a rush of fatigue catches him, and he topples over, hitting his head on the soft ground. As his vision fades, Dusk sees the saddlebag open up, and the head of one of the fillies pokes its head out, giving him a startled look before fumbling with the straps, struggling to get out. The last thing Dusk sees before his vision blackens out is a hooded figure slowly striding towards him, shadows covering their face.

I stayed on the cloud with Sparks for a few more minutes, talking about the events that had taken place, gazing over the cloud and looking down at the killing field and all the soldiers that were now banging on the shield surrounding the castle, though the shield held strong, for now. Whatever was on the mountain ridge had changed its aim and was now firing upon the castle, though the shield either reflected the shot or simply absorbed it.
Some soldiers were just milling about, others flew lazily around in the lower layers of clouds, and unicorns practiced their archery by taking shots at bodies of the slain. There was still killings to be had, ponies hiding in their locked houses to be found, but the commotion had generally settled to where all one could hear was the continued explosions of fireballs and the burning of houses, followed by he occasional shriek as more ponies were found and slaughtered.
Dawn moved her gaze skywards while Sparks simply rested her head on the cloud and stared off into the distance, asking, "Why do you think they did this?" Dawn looked down, and Sparks looks up at her. "I mean, why kill everypony rather than just keep them as hostages? All of this is pointless killing, and none of them did anything wrong."
"I wouldn't know," Dawn replied. "I don't even know why they're here."
"well, at any rate, I don't think its really that safe up here anymore." Sparks rose to her hooves and arched her back, flexing her wings. Dawn got up and did the same. "Agreed. Where should we head?"
"Anywhere but here. I can't think of anywhere, can you?"
"Hmm, well, maybe Trottingham?"
"Definitely not. Isn't that place run by Canterlot?"
"Yes, but this isn't the doing of Canterlot, their armor is different."
Sparks nodded. "Right, all sparkly golden and stuff. Yeah, maybe we could head there, but it's a while."
"Hmm, what if we headed to Canterlot itself? its close enough."
At this Sparks looked over and shook her head. "Coming from here, they'll want to know why their princess was held up, then they'll hold us under suspicioso reasons, and long story short we all fall in a cellar."
"Darn, you're right." Dawn cursed under her breath, and sat down to think, until she got an idea.
"I know! what about Ponyville? I've heard so much of it, what with all that Elements business and all that."
"ooh, that sounds FUN! Sounds good to me! You lead the way, Dawn."
Dawn got back up and flapped her wings a few times before backing up a few paces, asking Sparks, "Ready?" before she ran forward and jumped off into the air. Sparks was about to follow her when she saw a flash of movement on a nearby cloud, and screamed at Dawn, "LOOK OUT!"
But it was too late, as the soldier popped out from behind the cover of a cloud, wielding a crossbow, and fired it at Dawn, striking her side and sticking there. She let out a cry and lost her focus, dropping like a stone through the air. She looked about, searching for something nearby to grab, but saw nothing. Her vision began to let out as blood flowed freely from the open wound.
Sparks looked about franticly, then back at the soldier, who was loading another bolt.
"Oh, this is crazy," she told herself before she dove down towards the soldier, flying into him and grabbing the crossbow, bringing it about and smashing it on his head, knocking him out. Turning back to Dawn, Sparks jumped off the cloud and left the soldier their, a large dent left on his helmet.
Dawn could barely keep her eyes open, and she couldn't feel one of her wings. She tried to flap them and realized the bolt had gone through one, pinning it to her side. In a spite of panic, Dawn tries to flap harder, and cries out as part of her wing tears, though the bolt stubbornly stays there. Looking down, she sees the dark current of the ocean, smashing against the beach, and she thinks to herself, So this is it? I'm going to die by a load of water? Suddenly she feels hooves wrapping about her flank, trying to drag her up, and Dawn looks up to see Sparks trying to stay aloft, though she was doing a sorry job of it. They were still falling. Fast.
Out of the corner of her vision, Dawn sees a form flying towards them, then there's another Pegasus there, helping Sparks lift her from the clutches of gravity, and together they flew around the town, thankfully not in the sight of any soldiers, and they land on the beach, setting Dawn down and trying to stand, or rather, the other pegasus, which Dawn saw as a stallion, was. Sparks flopped over onto her side, though she quickly remembers and gets back up, shaking the sand off before she inspects the wound. The stallion walks over as well, Widening his eyes when he sees the bolt.
"she'll need a doctor for this," he says, and Sparks nods. Looking over at Dawn's face, she says, "It'll be fine, you're in safe hands with us now." and tries to smile, though she herself was not feeling on the most keen edge. Suddenly feeling tiresome, Dawn sets her head down and closes her eyes, drifting off.