Twilight and Applejack sat at a rusty outdoor restaurant talking to a stallion who knew one of the victims. To be more exact, he knew the latest victim they saw. "Do ya think there's a connection between your friend and the other victims?" Applejack asked.

"Other than they lived in the area or volunteered around here. None of them knew each other." He admitted. "The only thing I can think of is…" He paused and looked around before the three leaned in close to each other. "There has been some suspicious activity. Food vanishing, bits appearing in their place. And some new ponies slinking around eyeing the locals up."

"Do you think there's a connection?" Twilight asked softly.

"No doubt. But if you value your lives, stay inside at night and don't be alone." He sat up and sighed. "Heck. I'd say get out of the slums. Lovely mares like you two would be scooped up right away if whatever took the others knew you were around."

The two friends nodded to each other and got up paying the table's tab. "Thank you. Order whatever you want. The castle will pay the bill." Twilight thanked, before quickly adding. "Just have the waiter tell the guard that princess Twilight will pay for it. They'll forward me the amount." After receiving a nod the two started back for the castle.

"We ain't going straight back right?" Applejack asked.

"No. I spotted a guard that was acting a bit off. I think we should tail him." She replied.

"Heck. If it's one guard-"

"It's also getting late. It's not that I don't trust your skills Applejack. But we have to be careful."

The two followed the guard to a tombstone and calmly approached. "One of the victims?" Twilight asked.

"My sister…" He replied. "She was the first…" He stood up straight and saluted her. "I won't stop till the guilty party is behind bars." The two mares smiled and nodded before heading back. "Princess! There is one more thing… I don't think your friend is in danger."

They stopped and looked back at him. "What?"

"I saw where she was attacked. It's difficult from the others… I think…" He paused for a moment before adding. "I think something else took her."

After sunset in an unknown location
Rainbow groaned as she slowly opened her eyes… and instantly regretted it as a headache reminded her of her condition. Placing a hoof in front of her face, she sighed at realizing one eye was covered. "Great. That'll make fighting my way out harder." She sighed as the world slowly came into focus. "Ok." She muttered. "Looks like a cave. Probably the east side of Canterlot… wings… badly wrapped. Whoever ponynapped me stinks at patching their hostages up…" looking around again she sighed. "And nothing but a rope around my neck is keeping me here. Is this person stupid or-" her ear twitched as she heard growling outside the cave. "Not a pony…" She thought as she quickly acted like she was asleep.

After a few moments a feral looking winged… dog? Cat?... thing came into the cave with a basket of food. It set the basket to the side before carefully sniffing her. Much to her surprise, it didn't go near her flank. After a few sniffs, it returned to the basket and brought over an apple and dropped it on her head.

Rainbow shot up and snapped at it. "What the fuck man. You trying to… give me a…" it then clicked as to why she still had the headache. "You… you've been trying to wake me up?" It nodded. "Why? Why aren't you trying to kill me?" She asked. Once it glared at her she quickly waved her hoof in self defense. "Ok. So you don't want to kill me…" She glanced at the food and the large bed she was on. "But I get the feeling. You're not letting me go either." She sighed and took the apple. "Well… we can work on your communication after dinner." She sighed as she made a mental note to find a way to get a message to her friends. Or at the least, luna.

She carefully leaned over and took the apple as it brought over the basket and set it next to her before laying down behind her. She had to admit. For a bloody dangerous looking… whatever it was. It didn't seem interested in hurting her… Yet.

After eating her fill Rainbow decided not to push her luck and lay back down to let her body recover.

Pinkie, Rarity and Fluttershy sighed as they sat at the castle dining table as they went over scrolls of what the guards claimed they did when ponies vanished and were found dead. "Do you think it might be a noble?" Pinkie asked.

"Don't be silly darling." Rarity chastised. "Why would a noble target sovillions?"

Pinkie shrugged. "Maybe they didn't want to get caught doing something bad."

"I think Pinkie is right." Fluttershy whimpered, much to Rarity's shock. "I don't want to say that it's a better option. But the guards' stories match up. If any of them were hiding anything…"

Rarity sighed. "It's because they're being told to." She admitted. "And other than the princesses, the only ones that had the power to do so would be nobles."

"Soooooo?" Pinkie asked. "What should we do?"

"We don't have much of a choice." Rarity admitted. "Ask questions about suspicious activities." With a nod, the three agreed to split off in the morning and see if anypony noticed any strange activity.

Author's Note

I have yet to decide who the big bad mystery stallion gathering mares to have raped is. But fear not. A twist is coming. Any and all suggestions are welcome.
Pony stats:
Rainbow Dash: injured and hostage
Rarity, Pinkie, Fluttershy:preparing to investigate nobles
Twilight and Applejack: investigating slums
Mystery stallion: planning something
Investigator stallion: hunting something
Princesses: confused as fuck on what to do