I am the Princess of the Night! The guardian of pony dreams, the watcher of the stars, the midnight rular of Equestria! I will never bow or break to your will! EVER!

She had meant each and every single word of that. Even when she was defeated in combat, with Celestia at her side, their bodies aching and their minds battered, they refused to bow. They would not acknowledge the Caribou way of life, they would sooner die ...
It almost did feel that she had died, when they took her horn. When they stripped her wings and encased them. When they scoured her Cutie Mark with thick, noxious black tar that matted her fur and burned her skin. When they took a white-hot poker and branded her with the new Equestrian symbol, a humiliating depiction of hers and Celestia's marks lashed in chains, a firm reminder of their place in this dreadful new world.

As she lay on the floor, her wrists and ankles encased in shackles and chains bolted to special steel plates, she looked at the very fine dust dancing in the rays of moonlight streaming through the windows. She should be in the world of dreams right now, soothing infant's nightmares, walking ponies through difficult memories, enjoying the creative fun of funny dreams. Or else she would be dealing with the mountains of bureaucracy that the sisters always seemed to be just barely on top of. Perhaps taking a nighttime fly around the Kingdoms to ensure peace and no monsters were waiting to eat ponies careless enough to let their mind as well as their hooves wander ...

Freedom. It felt like so long since she had that. She placed her hand on the patch of moonlight on the floor, and immediately felt just a little bit better. Just a little. The moon was being controlled by the Caribou now, ordering the Unicorns to raise and lower it according to their times. She still had a connection to it, no-one would take that, not even her captors.

Her hair was still. The starry glimmers in it no longer shone, simply rendering it blue, the translucent edges cloudy. Her fur was dull, her skin dry and aching, her hooves flacked and cracked. Her mouth tasted foul with the punishments she was given, the pleasures she was forced to give, her teeth ached from being forced open to accept it. The base of her horn was about an inch long from her forehead; she was told this was a punishment as well. A lot of mares had their horns almost flush with their foreheads if they were Red and obedient. Those who were Black had a more visible stump. A more prominent reminder of what they had, and what they had lost. What could be taken from them. She had tried to cast magic a few times in the beginning, but had nothing but a few sparks to show for it. She gave up, eventually. It was too tiring to try, to emotionally exhausting, and she was punished every time.

The master of her destruction was sleeping in what was Celestia's bed, snoring contently. Celestia herself was curled up in a large dog bed, a smile on her face with her hands curled underneath the side of her head. Luna never would understand Celestia's turn from Black to Red. She had fought just has hard, had resisted just as much ... but not long after Cadence became Red, Celestia suddenly changed as well. Eagerly accepting the new rules, claiming that she enjoyed no longer having to deal with the crises' that struck Equestria as often as a shower of rain. How she could finally give herself over to pleasure that she simply never took part in for the sake of the world.

Luna didn't believe her one little bit. Not even after witnessing her devotion first-hand.

In a little way, she almost resented her sister's turn. If Luna was demonised for her fall to Nightmare Moon, would Celestia be cursed for taking the Red? She didn't doubt people would forgive, but wither or not she would would be another story.

Distracted by this thought, Luna hadn't heard what was going on outside the door. A puff of breath, a breeze of fine light-blue dust, and the whispered command 'somnum'. Two bodies almost hit the floor, but were caught and placed more gently, making sure the subjects were well and truly out.
Two figures climbed up to the balcony outside of Celestia's former bedroom. Carefully, they crept towards the French windows, peering in and spotting the Princesses. Celestia, happy in her place of submission and comfort, and Luna, alone on a hard floor and chained down. The chains would be a problem, but only a temporary one.

Very gently, the door cracked open, the balcony ones and the bedroom ones at precisely the same time. Luna looked over to the balcony ones, her sight closer to that, and almost said something aloud before both figures placed a finger upon where their mouths would be within their darkened hoods. Be silent, they requested.

Luna's first instinct was to disobey that, but the clasp on the front of their cloaks suddenly dissuaded her from the idea. An irregular blot-like outline held a crescent moon in beautiful pale silver in the middle, a replica of her Cutie Mark.
Whoever these ponies were, and she assumed they were ponies, they were apparently friends.
Closing her mouth again, she nodded but her eyes were full of fear. Not helping this was the third figure who almost sneaked up behind her, startling her as the pony looked at her chains.

A pale yellow glow shone inside the hood, casting a light on the iron chains and making Luna worry even more. Would Dainn detect the magic being used? She could only hope that whoever this pony was would finish their task quickly, before he woke up and there would be chaos.
Instead of simply breaking the chain, as Luna assumed they would, the pony seemed to turn the shackles around her wrists and ankles into rubber, making them soft and pliable. It also made them a lot quieter as she slipped them off the Princess and delicately coiled them up on the floor. Offering a pale cream hand, she got the nude, confused princess to stand on her hooves, gesturing to her to come to the balcony. Follow me

As soon as they let go of the chains, they became metal again, and a loud snort erupted from the bed. Luna's heart thundered in her chest, she moved before the cloaked figure could take in the sound, and made a dash for the balcony. Quickly, the two figures outside opened it further, spiriting the Princess out and closing it behind them. One figure quickly wrapped Luna in a soft, plush navy blue fleece blanket to give her dignity, while the others came to the edge of the balcony and prepared to descent.
One figure suddenly opened a pair of dark grey wings on their back, gesturing to the Princess what they were going to do. We will carry you

Luna didn't know what to make of this. Was this a dream? A delirious attempt to have some hope and happiness? Even if it was, she was going to take it. She nodded, letting herself be bundled between the three as they very carefully, climbed off the balcony, sharing Luna's weight between them, and crawling down the castle walls. Stopping half-way down, they pressed against a very large clump of climbing ivy that formed a wall on the lower, darker parts of the castle, and suddenly all four ponies tumbled sideways through the curtain and into darkness ...

"Who ... Who are you"

Luna stood in a dark passageway, refusing to go any further without knowing who these ponies were. They looked at each other silently, a momentary discussion without words, before all three stood together before her.
They all fell to one knee, their heads bowed low. The pegasus amoungst them spreading his wings out beside him and bowing them down as well in a gesture of submission.
"We are the ILUNAnati" A female voice said, the middle figure, "We are a secret society sworn to protect you, the Princess of the Moon, and further your dreams and ambitions. We are not from this place; we came from another world because of your cries for help"

Luna blinked.

"What-"
"We know it will come as a shock. Normally, you would never know about us, you would be forbidden to know. We can only do our work if you never know of us, never see us. But there is no version of us active in this world ... otherwise, this nightmare would be cause for execution under our ancient laws"
"Execution?!"
"We can only ask for your forgiveness, and we want to heal you and this world. We ask for your trust, and we will protect you"
"Can you trust us?"
Luna looked at the three strange ponies who had taken her away from Dainn, and spirited her away to this hidden place in the castle she thought she had known so well, looked at how they were dressed and their ways. and had to make a choice ...

Author's Note

It's fine. It's fine you disappear into walls. It's fine. Luna's used to it.