I probably should have waited until I uploaded all of these character’s designs before this but whatever  
To be clear, a dotted line means adoptive. I’ll explain some stuff below.
 
ANDROMEDA & QUASAR  
The furthest back generation of the Canterlot royal family I bothered to design. The biological parents of Celestia and Luna.  
Alicorns live for a long, long time, yes, but not forever. Tia and Luna’s parents are long dead. At the time of Celestia and Luna’s birth, they technically weren’t Canterlot royals, as Equestria didn’t even exist. They were most likely high rulers of an ancient pony empire.  
That’s the only thing I can come up with that makes sense as to why Tia and Luna are Alicorns so go with it.  
Quasar was the son of the king and fell in love with Andromeda when she was a unicorn ambassador. So hey, I switched it up, the stallion is the one of noble birth and not the mare this time. Andromeda was later crowned as an alicorn by the king when she married Quasar, who was the first of his many siblings to actually show intentions of wanting to inherit the throne.
 
CADENCE & CELESTIA  
It was said in a niche issue of the MLP comics that Celestia adopted Cadence as her niece, so this is what that is.
 
HEX & CHAINMAILLE  
The biological sons of Trixie Lulamoon and Twilight Sparkle. They’re basically a complete mirror of Twilight herself and her brother Shining Armour in that the eldest of the two focuses more on a combative aspect of magic, while the youngest focuses on advanced magic.  
Although Chainmaille is the older of the two brothers, Hex will be the one to inherit Twilight’s crown in light of his aptitude for magic. Maille doesn’t really care tbh, he’s happy for his lil bro.
 
LUCKY & STAGE  
Stage is the biological father of Trixie. Lucky & Stage were a power couple who used to run a pretty popular magic roadshow, aptly named “Lucky & Stage” focused around illusion and mind trick magic. This is where Trixie got her love of magic and performing.  
Long story short, Stage indulges himself a little too much and gets very drunk one night and sleeps with a similarly intoxicated unnamed earth pony mare. Who woulda guessed, she got pregnant. Stage went to Lucky almost instantly because, for all his hangups, he is still very much a cowardly bean who needs his big strong wifey to help him w/ everything.  
At the time, Lucky was furious, as one would be, but as the pregnancy went on she and Stage figured things out and decided to come up with a game plan. The mare wanted absolutely nothing to do with the foal, she had her own life to get on with and she was still quite young, so Lucky proposed to adopt the child and rename them after her family, Lulamoon, to cover the whole thing up and save face for all three ponies involved.  
Lucky and Stage tried to give Trixie the best life they could with their paltry income, but even if they hadn’t they would’ve more than made up for it due to the fact they truly did love her very much.  
To this day, Trixie still has no idea of the truth.
 
Trixie and her parents fell out of touch completely by accident, but it wasn’t really a priority of Trixie’s to go looking for her parents when she had a Sparkle to destroy. She was 100% sure that when she made a name for herself they would come to her, but of course that didn’t happen because Trixie is dumb and doesn’t realise you can’t just get famous. After she marries Twilight, though, and earns the title of princess herself, maybe her parents will finally track her down. We’ll seeeee
 
Separate but related headcanon, the Lulamoons are a long and noble line of unicorns who are extremely talented in magic. Trixie’s illegitimate birth into the family, despite having no trace of their blood whatsoever, explains her lack of magical ability. She is vaguely aware that the history of the Lulamoon family and her magical ineptitude don’t add up, but she chalks it down to the interference of commoner blood (read; Center Stage) has diluted her ability.  
Twilight figured it out in like a day but she doesn’t feel like it’s her place to crush Trixie’s soul so she leaves it alone. Twilight’s alicorn blood counteracts any of Trixie’s hangups anyway so neither of them are really concerned about the colts.  
Twilight will tell her one day. But probably not.
 
EDIT: I completely forgot to mention, it isn’t shown on the tree, but Trixie is Lyra Heartstring’s distant cousin