All cities have a prison. All castles have a dungeon. Canterlot is no different. for centuries Celestia known about 'the traitor' -some say before the birth of Nightmare Moon- and the traitor has known his walls and shackles for a long time as well. He claimed to have roamed the stars and seen beings. He is a scholar, a sorceror and has lead armies of living dust into battle.
He is a Space Marine.