Four years after the Battle of Everfree, the sisters set about their plan to prevent calamity with future alicorns. Luna's task was to retrieve the six legendary alicorn horns that supposedly existed somewhere out there in the world.
These ancient horns were said to briefly tap energy directly from the Aether, providing incredible power to whoever wielded them. Each horn took the form of a crystal that could change its shape to identify with its bearer.
According to legend, each of these horn-crystals brought great fortune to the town of its bearer, as they were able to use its power to defeat evildoers and malicious schemers. The crystals were of little use to those who did not understand the principles of magic. As such, often when one was stolen, the thief or rival king quickly discovered that the pretty artifacts in fact did nothing. This resulted in them being stored in vaults as mere representatives of power rather than providers of actual power.
Luna was quite well versed in war magic; her father had taught her well in her youth. She devised a plan to create a weapon of extraordinary power by combining the six crystals and binding them in a way where they could only be used in conjunction. Used this way, their power would be orders of magnitude greater than what they could provide individually.
This joining also added an extra layer of security to prevent misuse, as Luna bound each crystal to a specific pony virtue. This way, not only would the bearers have to be virtuous ponies, but they would need to be six ponies of specific virtues who were all working in agreement toward the same goal.
Luna built in a failsafe so that she or her sister could wield them solo, but unity would be required for mortals to operate the weapon. As such, Luna named the set of crystals the Elements of Harmony.
Luna levitated a dark blue crystal out of her saddlebags with affection, knowing just how to bind the Elements together. She had noticed this crystal one day when visiting the memorial. It had been fused into the stone floor of the ravine during the battle. Luna plucked it out with her telekinesis and took it home to Ponyville where she showed her sister.
This was their mother's horn! It had become an adaptive crystal much like the horns of other alicorns who had suffered a fatal burnout. A chill ran down her spine as she considered the fate of their father's horn. Alicorn horns were supposed to be indestructible and permanently bound to both the Aether and the deceased alicorn's soul.
But their mother had been targeting his horn specifically to destroy it, and so perhaps it did not survive. It was certainly nowhere to be seen, and Luna's detection spell turned up nothing conclusive—just a vague sense that it was... “somewhere” in the Everfree region.
Luna's quest took three years. She circled the globe twice in search of the Elements. She sailed on ships, climbed mountains, explored dark underground caverns, and followed treasure maps hidden in ancient books. She met with several strange races in many nations, snuck into vaults, and plundered tombs.
She even had to outright steal the Element of Magic from its bearer—a strange and frighteningly powerful creature named Discord who refused to give it up. She stopped at nothing to acquire the Elements, for even if they had become sacred artifacts, tens of thousands of years old, it was more important to secure the future from an alicorn threat.
Finally, Luna returned home to Ponyville, only to discover a troubling surprise at the Everfree Memorial and its surrounding region.