(I'm so sorry it took me so long to reply; I've been at camp, and I forgot my phone at home.) Luna entered a room that looked like a mixture between a supply closet and a library. Various books, their spine riddled with mildew and mold, lay on the shelves, shoved aside and forgotten. Her horn glowed, and as the dark navy magic surrounded him, she grew urgent. "Celestia may have expected you to go after Rosy, and she may have set up safety precautions. You must persevere and leave the country."
(That's quite alright!) Frozen nodded, "Why is she doing all of this?" He asked, knowing the answer was obvious.
She gave him a look. "If you don't know by now, you are in more trouble than I thought." The magic woun around him tighter and tighter until he teleported.
Frozen arrived in manehattan with an explosion of magic. He slipped into his pony guise and stepped out into the evening glow. He looked up at the sky, seeing the moon, "thank you Luna.."
Frozen's thoughts were interrupted by chatter from a nearby market place. Despite the moon, the market was still open, with plenty of bustling ponies inside. The early evening twilight streamed down the brick streets, and various fillies played on the path. One small pegasus filly, with a long chestnut mane and freckles splayed across her freckled face tripped over another young colt's nonchalant hoof, and she landed roughly, skidding to a stop on her fragile right wing. Her bright blue eyes welled up with tears as she awkwardly tried to stand up, her sense of balance completely off. The similarities between her and Rosy were striking, except for wings instead of a horn, and with a slightly rounder jawline. Wobbling dangerously, the small filly watched her friends dash off, chasing a small green ball, and she scrubbed the tears from her face, sniffling slightly. Falling into a sitting position, her good wing awkwardly folded around her, while the other stuck out, feathers ruffled.
"Are you alright?" Frozen asked as he approached her, kneeling down so he could be at eye level with her.
She nodded slightly, and tried fold her wing back into place. "Mama says I shouldn't talk to strangers without her," she said uncertainly. She looked behind Frozen, and her expression brightened. "Oh, but here she comes now!"
Rosy approached the two, a worried look on her face. "Oh, Clem, did you land on your wing again?" Shaking her head, she tenderly smoothed the small filly's feathers back into place. Her horn glowed and the feathers ruffled a bit, and the magic guided the wing back into place. "Better?" Rosy asked gently. The young filly nodded, and flapped her wings tentatively, floating slightly in the air, and landing on Rosy's back. Clem buried her head in Rosy's mane, and Rosy nuzzled the filly's temple. Turning to Frozen with an apologetic look on her face, she shook her head. "Sorry about that. Thank you for checking on her. She can be a little too... adventurous."
"Rosy?" Frozen said, his voice heartbroken. He was confused about many things, most of all why she had a child and didn't recognize him. Had she moved on..
Rosy smiled slightly, confused. "I'm so sorry, but have we met?" she asked, cocking her head gently. There was something lost in her eyes; the recognition that Frozen had grown so accustom to. It was there, but extremely dull. The only reason Frozen could see it at all was because he knew her as well as he did. The filly peeked her head out of the mane to stare at Frozen, a question forming on her mouth.
"No, I suppose we haven't," he said softly. Whatever life she had now was probably better than the one he could give her, "Sorry to have bothered you."
"You didn't bother me," she said, shaking her head. "Are you alright?" The filly stared at him intensely, and for a moment, it looked like she disappeared from existence, zapping out of the air like a computer glitch. She reappeared so quickly though, and it was hard to tell.
The bright moon shimmered above them, and Frozen heard Luna's voice in his head. "Do not despair, Frozen," it whispered. "She has forgotten, but what has been lost might still be found."
"How?" He thought back, "Why? She seems happier without me around, and somepony has given her a child. She's moved on.."
"Use your head, Frozen! I told you that Celestia was going to use tricks. This is an illusion. She just doesn't know it yet," the voice said. Rosy was still looking at him kindly, and she cleared her throat. "Well, then, we should be going then. We have to go meet Daddy, now. Thank you again."