The sky above Canterlot:
It's more difficult than you might think to follow a midnight blue alicorn through a midnight blue sky.
By the time Captain Bucephalus had finally become airborne, Princess Luna had flown far beyond the lights of Canterlot. However, Bucephalus's keen ears soon discerned a faint "haw haw haw" drifting down the wind from the direction of Cloudsdale. Target acquired! he thought.
Bucephalus threw himself furiously in the direction of the sound. He was out of practice as a flyer and laden with armor besides, but his strength and determination lent him speed.
In a short while, Bucephalus thought he had caught a break when a winged silhouette ghosted into view against the soft mists of the Cloudsdale gyre. Let's see who haw-haws now, Your Highness. He altered course to intercept and drove in.
It was only upon overtaking the target that Bucephalus discovered that he had been chasing a wild goose.
"Haw?" honked the goose, alarmed.
"My apologizes, ma'am," said Bucephalus, awkwardly. "I didn't mean to ruffle your feathers."
"Haw!" replied the goose in indignation, flying off in a huff.
Flapping to a hover, Captain Bucephalus paused to reflect. A clever strategem, Your Highness. Well played.
Right then. What now? Bucephalus tapped his helmet thoughtfully.
Princess Luna had said She was going to consult with an expert in fun. Where does one find a fun expert?