*Strokes his amazing goatee.* Well, maybe, but I do have some beef with your character as it stands. *Points up at the Lunar Guard.* You've been outed. With Princess Luna "dead" you'd be up for succession, and likely under pressure to learn to control the constellations. Thus the existence of a daughter would change the story in a HUGE way.
If I have to change anything just tell me what do you want to. I can roll with it. So I just change the fact that she is Luna's daughter?
Since the Princesses got wiped out by the "calamity" daughters or otherwise relations would alter things quite a bit. If you can come up with another fairly convincing background for your Alicorn, or just go for the "actual" Unicorn route, we're in business.
Well, since you're a royal guard, you'd probably know the full story of how Thanatos returned to the world of the living without any warning signs. During his consumption of Tall Tale, the alicorn princesses met and battled him. Without time to plan or prepare, a lot of snap/rash decisions were made to save as much life as they could, and while Thanatos was beaten back, the princesses were dragged into the realm of the dead with him. However little of that is known to the rest of Equestria is questionable at this point... or if it's just not something that gets discussed in detail. Some hold hope that the princesses are still alive... among a realm of death.
You could even say he was there, since he was a royal guard. Could even say he blames himself for fighting off a ghoul, instead of taking Luna's place. If you want to be the tortured soul. (OMG BATMAN!)
