The following night, as Luna rose the moon, she already knew where she wanted to go. The night was clear, but she cancelled her night court on the grounds of urgency. This meant Celestia would hear the nobles' complaints during her day court the next day. Luna promised to join her to make up for it, but after she explained her worry, Celestia told her not to mind it. It wasn't the first time either of them had cancelled their respective court.
Luna teleported herself to the dream realm. She traveled quickly as she checked over all the incoming dreams, making haste in fixing all of the nightmares among them. She still paused to enjoy tea with Sweetie Belle without any hurry. After they finished, Luna hurried to the dream of the filly she helped last night.
This time, she walked into a cottage. She remembered the room as the one the last dream had faded into, but it was dim and had an uneasy feel. Luna heard yelling from outside the room, so she stepped out to see what was going on. She saw the large pony from the previous dream, but he was yelling at a television set instead of the little filly. Between the dreams, Luna drew the connection this pony was the filly's father. Some bottles caught her eye, one of which had been broken in half with its shards scattered around a small table, and she spotted the filly sleeping beneath it, lying on a puzzle set and wearing a pair of earmuffs. Luna's heart broke. It was now no wonder how that nightmare came about.
Luna stepped back into the bedroom for a moment to think, but she accidentally stepped on something with one of her back hooves. It turned out to be a family photo of the filly, as a newborn, with her parents. Her father was an earth pony, who looked more vibrant and healthy, and her mother was a pegasus. Luna hadn't noticed before, but she could see from the photo which side of genes had won out. When Luna looked more closely, she noticed the frame and its glass had been broken and poorly repaired with glue. The photo itself looked like it'd been crumpled up, though the colors didn't seem faded.
Luna's attention was drawn back into the living room when she heard a loud crash. The filly's father, likely in his drunken TV cheers, had knocked over the table and one of the bottles had landed on the filly's head, waking her up and knocking off her earmuffs. She was rubbing where it'd hit. It was only what the father said that irritated Luna more.
"Selene Skyla Rose, look what you did! I told you do not bother me! Go to your room!" He stomped his feet on the floor as he stood up, and she whimpered as she backed up in fear. Luna's eyes grew white with fury. So help Luna, if he touched that filly...! Only not wanting to scare Selene any more restrained Luna from her instinct to create a bloodbath.
Selene's father stomped off, leaving the filly alone. Luna took out her anger on the television, shattering it, and quietly called Selene's attention. Selene remembered her from her last dream and ran to her. They went into her room and Luna shut the door.
"You're here again!" Selene exclaimed quietly, not shy at all this time.
"Yes, Selene. That is your name?" Luna asked, simply to confirm.
"Yep, and I'm a pegasus," Selene answered, sprouting her wings briefly for Luna to see. "I haven't flown yet. You're... uh... umm..."
"Luna, little one. My name is Luna."
"Luna. Luna," Selene repeated.
"Selene, where are you?!"
Selene ran under her bed, fearful of her father's bellowing voice, but Luna sealed the door shut with her magic and put a soundproof spell over it. "It is okay, Selene. He will not hurt you. I will not let him enter." She held out a hoof and Selene grabbed it as she slowly came out from under her bed. She climbed on top and rolled herself in her blanket sitting above the comforter.
"This is Blankie," Selene said. "Blankie is glad you're here too."
"This is only the second time I've seen you, but we must talk," Luna insisted. Using levitation, she brought the picture frame she'd stepped on to Selene. "Is this your family?"
"Yes," Selene answered softly, frowning as she looked at the picture.
"Where is your mother?"
Selene stayed quiet, but closed her eyes. She opened them again when she felt a gentle touch on her shoulder.
"I understand you may not want to talk about what I'm asking," Luna told her, "but these nightmares will continue if you do not accept help. If you won't talk to me, I cannot help you because I won't know how."
Luna waited patiently for several moments, but Selene finally answered, only because Luna saved her.
"And your father has been this way since she... left?"
Selene nodded her head. "He drinks. A lot."
"How long have you been without your mother?" Luna asked.
"Last year," Selene answered, becoming tearful. Luna was able to put the pieces together from those small answers, but she had one more question.
"Do you still live with your father?"
"...No." And Selene would answer nothing more. Tears fell down her cheeks and she turned away from Luna. Luna didn't need to ask more. The dream's environment began to fade out, meaning Selene was starting to wake up. Before leaving, Luna gently placed her hoof on Selene's shoulder again and said one final thing.
"You will see me again soon."
Luna left Selene's fading dream and exited the dream realm. She was exhausted, as usual, but she couldn't rest just yet. She returned again just as Celestia had finished raising the sun.
"Sister, I need something important!"
"What is it, Luna?"
Twilight waited patiently in front of the map, going over the details of the letter again. Of all the problems she'd ever had to handle, this was really a new one for her. But even if it wasn't necessarily a friendship problem, one of her subjects needed help. Not much information had been included in the letter, but she assumed that was done to save it for face-to-face conversation.
Finally, a bright flash appeared a few feet away in her throne room. Even after all these years, Twilight felt awed at the sight of her mentor, immediately running for a hug.
"I got your letter, Princess. What do you need the map for?"
They walked over to the map again and sat. "Luna is worried about a particular filly," Celestia explained. "For the past two nights, she visited this filly's dreams. She believes this filly is in danger, and from what she described, so do I, but she does not know her whereabouts."
"So, she's hoping I can find it on the map," Twilight concluded.
Celestia nodded. "Yes. This is the only clue she has." With a spell, Celestia displayed a visual of the cottage from the filly's dream of the previous night. "Is it possible to match this scene to an area on the map?"
"I can try." Using her own magic, Twilight blended the visual onto the map and scanned it over until the map appeared to indicate a match. The map highlighted what Twilight and Celestia both noted as one of Ponyville's less populous areas. "It looks like this cottage is near the outskirts of Ponyville. Should I send the coordinates to Luna?"
"Yes, please, Twilight," Celestia replied. "I must attend to my daily matters, but I am going to pay a visit to this area."
"Let me come!" Twilight insisted. "If a filly is in danger, I want to help."
Celestia smiled. "Thank you, Twilight. If you wish to help, could you travel to the local schoolhouse? Luna gave me the filly's name. I would like you to ask if they know of her and when she last attended. I'd suggest you call ahead if you don't want any surprise attention."
"That's a good idea."