This is my stance on the MLP two-parter, 'A Canterlot Wedding'. In said episode Princess Luna made only three appearances and didn’t take part in the main conflict. Of course, after Luna’s character was introduced, Lauren Faust and co. wanted her to have more episodes to show her redemption, but Hasbro blocked it, believing that the kids wouldn’t want to see the villains (Obviously they didn’t see the pilot). A headcanon arose during AntonyC and Tommy Oliver’s review of the episode that Queen Chrysalis and Princess Luna were one and the same and the fan’s favourite princess was just f***ing with everypony. Although they denounced this as a joke (and a mind-f***), my personal belief was that Luna was either sleeping during the day or she wasn’t in Canterlot at the time – after all when she showed up to watch over Canterlot for the night she entered the shield dome, so maybe after Celestia raised the sun, Luna went to check somewhere in Equestria for the threat. However reviewer, Doctor Wolf, made a little change to his preference of the story which includes Luna.
This scene takes place after the Mane Six fail to reach the Elements of Harmony and are brought back before Chrysalis. Celestia is imprisoned in that cocoon thingy, and Princess Cadence is still failing to get Shining Armour out of his trance. The Cutie Mark Crusaders are also present as the changelings have caught them to get leverage. Spike tries to comfort the scared fillies, unaware of their fate.
AntonyC and Tommy Oliver's Review: https://www.youtube.com/watch?v=Ao9teQKuEo8
Doctor Wolf's Analysis: https://www.youtube.com/watch?v=m4ZKIhO2rB4