After the rise of Nightmare Moon, Princess Cadance and Shining Armours fled to a safe place, along with some trusted guards carrying the now asleep Queen Celestia. Princess Luna’s soul and magic fused into a spirit similar to her father, Cosmos, she doesn’t have control of the night anymore, the only power she still has is entering the dream realm, where she keeps company to her sister. (The reason she is an unicorn is because she regained her look before her ascension to Alicorn). Right now Celestia is very weak, due to her not having any contact with the sun,
 
The same day that Princess Cadance was taken by the Pony of Shadows and Shining was thrown into a cliff, the Sirens crossed the portal to Equestria, along with a worried Sunset Shimmer. Sunset found Shining later, taking him to the hiding spot where they kept Celestia. After many years their relationship turned romantic. Sunset trains her nephew Cosmic Hope.
 
(Btw, of course this isn’t canon to the show ;b)