Till Death do us apart? No, thanks!

Shining woke to a strange situation: everything was dark, which is not that strange actually, he felt something rough against himself, which was stranger but not impossible, he couldn't feel his hands or feet, which was decidedly freaky, and he could hear his own voice talking to someone while he wasn't talking, which was absurd.

All in all, he considered Whatever happened, it could have been worse.

He tried to get his bearings, to recall how he could have possibly ended in that situation.
He remembered a boy, with blue hair, asking for his help with something in a side alley and then a hit on the back of his head, after which there's nothing.

Ok, so the boy and someone else kidnapped me? What for?

He tried to gather more info. He wasn't bound, but he was in some kind of sac. The guy with his voice was trying to convince someone else to help him, apparently using bribery.
He found the way out of his woven prison and, very carefully, peeked out. What he saw could have made he scream had he been a less strong-witted individual: two horses, one of which was orange and had wings, were the source of the voices he had heard, meaning that they talked.
His mind refused to understand what he was seeing. What it did register, instead, was that a table was partially hiding him from the two horses.
Deciding not to let this opportunity slide, he wormed his way out of the sac and towards the nearest door, hoping for it to be unlocked and that it did not connect to a cupboard. In an incredible stroke of luck, not only the door was partially open, but an hallway was partially visible trough it.
Eyes still glued to his kidnappers, he nudged the door open and wormed out, the he closed it lightly with his hoof.

Wait, what?

Then, and only then, he realized why he couldn't feel his hand nor his feet: he had hooves, blue hooves bordered by white fur. He gave himself a once over and confirmed his fear of having lost his humanity. He also noticed that he was disturbingly similar to the white horse in the room.
Doing his outmost not to freak out, scream and make his situation generally worse, he decided to move towards one of the nearby rooms and, possibly, find a way back to his family.

After all, he thought as he shakily made his way down the hallway Twilight has that 'secret lab' thing in Crystal Prep and in our basement, I'm sure she can figure out how to reverse whatever those horse-freaks did to me. Now that I think about it, what does she need two secret labs for?

Finally, he found an open door and entered, using his mouth to manipulate the handle, then he locked it from the inside thanks to the key that rested in the keyhole. He then turned and examined the room: it was something midway between a bedroom and a library, with massive bookshelves full of heavy tomes surrounding a rather large (for a horse like he was now, that is) palanquin bed with lavender sheets. It reminded him of his sister's room.
He reached the bed and plopped down on it.

Ok, let's summarize: I'm currently trapped who knows where thanks to two talking horses that kidnapped me and turned me in one of them... Yeah, not working, let's try a different approach before I end up mental. From the top, I've been kidnapped and brought in an unknown location. I'm in a relatively secure place at the moment but I need to get back home, or at least find someone who isn't in league with the kidnappers. Let's see if the window is a viable exit route.

He approached the nearby large window that flooded the room in bright light. Looking down, he assessed a jump far too long for his tastes, so the window was a no.
Yet, he could see a town nearby. It decidedly wasn't Canterlot, but it was a start.

So, next objective: reach ground floor, or at least a lower one, and flee to the nearby town.

He weighted his options: waiting could alert his kidnappers of his disappearance, but in the confusion he could have found a way to slip unnoticed. He decided to keep the surprise element.
Keeping an ear to eventual alarm shouts or sirens, and proving mixed feeling towards his improved hearing all the while, he made his way out of the bedroom and down the alley in what he hoped was the right direction. As he descended the interminable flights of stairs, he noticed that despite the apparent opulence of the place (two words: crystalline floors) it was actually deserted: he did not met anyone on his way out, nor the two equines had apparently noticed his escape.

It was only once he had reached the town's outskirts that Shining allowed himself to relax a little. It didn't last long though: as soon as he spotted the first inhabitants, he realized he was in deeper troubles than he thought, for every single one of them was a colored horse just like his kidnappers.
Cold fear, like a giant claw of ice, gripped his heart as his mind started to work frantically to find a way out of this equine nightmare. He started hyperventilating as a myriad of possible scenarios, one worse than the previous, started coming to his mind, his fervid imagination playing against him.

If they can turn people into colorful equines, what is it that they cannot actually do?

Some part of his mind was trying to counter with cold reason the tidal wave of panic-induced, world-ending scenarios that his imagination was conjuring, or at least to partially block it to let him calm down a bit, but it proved utterly ineffective.
On the brink of losing his mind completely, he heard someone calling his name.

"Shining Armor? Is that you?" said the clearly female voice "What are you doing here in Ponyville?"

Recovering his wits in record time, he spun around to face a grey mare with black mane stylized into a braid that circled her slender neck. And she was a unicorn.

Ok Shiny, time to use your outstanding speech skills to trick her into helping you.

"Uh... Hello? Do I know you?" he said hesitantly.

Smooth Shiny, very smooth...

Strangely enough, the mare started laughing loudly, then said: "Geez, I would have expected you wouldn't forget somepony who tried to kill you and enslave your empire, especially if that somepony is your sister-in-law."

Bad, very very bad... I better find a way out of here before she tries again to kill me... Wait, what was it about an empire and a sister-in-law?

"Ah, wait, I bet it was the disguise plus my new mane-do that confused you... After all, you only met the old Ashley," she said thoughtfully tapping her chin with a forehoof, before nodding "But let's not stand here in the middle of the road, come, my house is nearby."

She turned around and motioned for him to follow.
After a moment of hesitation, Shining decided that being with this mare was better than standing in the open waiting to be found by his kidnappers, even if she had apparently tried to kill him and was pretty open about it.