Before you left to return to Ponyville, you asked the Overseer if he could help you come up with a cover story which would explain why you were returning to town without Vinyl. After all, you wouldn't want to arouse suspicion before you could act.
Unfortunately for you, Slasher decided that he would be the one to 'give you a cover story' — by beating the crap out of you. It hurts like hell, but at least it should be somewhat believable; you only wish that he hadn't been so keen to damage your lower regions.
It feels like you're keeping melons in your pants, Anon. I strongly recommend that you apply an ice pack... maybe ten.
You groan as you finally enter town, the seething eyes of the locals soon giving way to confusion — although it goes without saying that some of them look pleased to see you in such a state. Slumping onto a bench, you let out a sharp gasp as the pain in your chest becomes too much to bear. The sound of hoofsteps is the only thing that gives you the strength to sit up properly, coming eye to eye with none other than Fluttershy.
"Anon? What on Equestria happened to you?"
You sigh. "The fucking Diamond Dogs jumped Vinyl and I while we were out for a walk." you put your head in your hands. "It's all my fault, Fluttershy; I suggested we do something to take our minds off the fact Octavia was taken, and this happens."
"Oh, no!" Fluttershy gasps. "First Octavia, and now Vinyl? This is bad, Anon, very bad. Come on, we need to go and tell Twilight what's happened." She sighs. "Poor Twilight, there's not a week going by now which hasn't ended with her sending a Missing Pony report to the Guard in Canterlot."
You let Fluttershy help you to your feet and follow her to Twilight's castle, the kind little pegasus fussing over your injuries the whole way. When you reach the castle, the door opens to reveal the Princess of Friendship herself, as well as her other friends.
"Ah, there you are, Fluttershy," Twilight says. "We were just about to come out and look for— wait, why is Anon here?" She looks you up and down. "And, more to the point, what happened to him?"
Fluttershy guides you to a seat and parks you on it. "Oh, Twilight, it's horrible. Anon and Vinyl went out for a walk to try and take their minds off what happened to Octavia, but..." She looks away, tears running down her cheeks.
You sigh. "The Diamond Dogs got her," you say. "I apparently wasn't of any use to them, so they beat the crap out of me."
Twilight's face falls. "No, not another report!" she cries. "Look, Anon, I need as much information as you can give me. Where were you, how many Dogs were there, what direction they went off in... if there is anything you can tell me which might help, do so."
You shrug. "Sorry, Princess," you reply. "Those bastards beat me black and blue, so my memory is a bit shoddy right now."
"All right, we'll get you to the hospital then." Twilight puts a hoof on your shoulder. "But if you remember anything later on..."
"You'll be the first to know." you smile and nod. "Promise."
Twilight smiles and nods in return. "Glad to hear it," she says. "I'm going to apply a sleep spell to you now; it'll make getting you to hospital a bit easier. So just relax, and count backwards from ten."
You close your eyes. "Ten, nine, eight, s—"
The last thing you remember after this is the feel of the cold marble floor underneath your body.
"Good evening, Anonymous."
You blearily open your eyes, looking around to see nothing but darkness. You grin and sit up; you've been here before.
"Good evening, Princess Luna." you pause. "Wait, evening?"
The darkness around you begins to recede, eventually taking the form of the Princess of the Night herself.
"Yes, Anonymous, it is indeed the evening." she nods. "You are still in hospital in Ponyville; the doctors decided to keep you sedated while they worked on your injuries."
You shrug. "Fine by me," you reply. "Anyway, Princess, how have you been? I notice you are now speaking properly, for a start."
Luna chuckles. "It has been five years, my friend," she says. "I have changed a lot in that time, as have you, but..." Her brow furrows. "I must confess that I do not like the path on which you have chosen to walk since your release."
"My 'path?'" you parrot. "What 'path' would that be?"
Luna rolls her eyes. "As well as your dreams, Anonymous, I can also look into your memories; I do not like what you are doing with the Diamond Dogs, but I fear I cannot change your mind about it, given that your lover and best friend are in their custody."
You swallow nervously. "I have a plan for getting Vinyl, Octavia, Bon Bon, and all the other prisoners out of there," you say. "But it's not gonna happen overnight." You sigh." "Hell, it won't happen at all if this petition passes and I get exiled from Ponyville."
"Ah, yes, the petition," Luna replies. "I have gazed into many dreams which involve you being ejected from town; some of the methods being used were, I must admit, highly amusing. But rest assured, Anonymous, for you will not be exiled."
"How can you be so sure?" you ask. "From what I've heard, over three-quarters of the ponies in town have signed the damn thing!"
"The Mayor of Ponyville does not have the final say on exiles; she can only decide whether or not to pass it on to the Royal Court, otherwise known as Celestia and I." Luna smiles at you. "It goes without saying that neither of us would agree to such a thing. The petition will be denied, and you will be safe... although I can only imagine that it will make ponies hate you even more."
"Oh, thanks; I'm looking forward to that part already," you say sarcastically. "Seriously though, Princess, thank you. That's quite a substantial weight you've taken off my shoulders."
Luna puts a forehoof on your shoulder. "Anything to help a friend," she says. "Anyway, morning will be upon us soon, and you will be brought round from your sleep. But before you wake up, I have to say some things regarding a thought you had earlier this week."
"Oh?" you wonder. "What?"
"While it is true that I have a negligee just like the one you imagined, I must tell you that I am not that flexible." Luna gazes at you through half-lidded eyes. "Furthermore, it has been a while since I last experienced another mare like that..."
It takes a while for your brain to process what she just said; when it finally does, your jaw almost drops off.
Wait, she can even see into my daydreams?! Brain, did you get—
Yeah, Anon, I got it; I am currently devoting as much power as I can to suppressing all the lewd thoughts I've just came up with.
Luna giggles at the stupefied expression on your face. "I had a feeling you'd react like that. She ruffles her wings. "Anyway, it is time for you to wake up. Take care of yourself, Anonymous, and best of luck with your plan; remember that you can ask me for help at any time, and I shall do my best to provide you with it."
She slowly fades away before you have a chance to thank her, as the dream world gives way to terrible reality.
"Welcome back, Anonymous." you recognise the voice as that of Haywick, the doctor who analysed Octavia's cello. "You certainly look as though you slept well, but how do you feel?"
"I feel great, actually," you reply. "Thanks to the wonderful treatment I've been receiving from you and the other staff."
Haywick coughs nervously. "Actually, it's just me who has been tending to you," he replies. "Pretty much all of the other staff have refused to touch you, given that they've signed the petition."
"Oh..." you don't let this news get you down; you instead grin and fold your arms. "Well, I have it on good authority that they're not going to be stuck with me for a while longer." Haywick simply flashes you a smile. "Say, Doc, could you do me a favour? There's somepony in town whom I really need to speak to."
"Is it Princess Twilight?" Haywick asks. "Have you remembered anything else about when you and Vinyl were—"
"No, it's not Twilight." you shake your head.
"Oh? Then who is it you wish to speak to?"
"Nopony special." You grin. "Just Lyra..."