Celestia has been quite curious as to these odd happenings lately and decided that she, Luna and a few select ponies, are going to be directly investigating. She was lying on a large, alicorn-sized pillow in her quarters, while taking a look at the materials before with this unnerved look about her. The some of the materials consisted of a newspaper from about a week ago related to a strange series of events related to the murderers in Manehattan, who called themselves The Lost, a full report from the platoon of Royal Guards called on for apprehending the suspects and investigating the situation, and a written interview between a guard and one of the near-victims of the entire situation. Another portion of it contained another newspaper from about four days ago of a suicide, and a picture of the writing on the wall mentioned in the picture. Then there were the report of sightings of a tall and slender bipedal figure nearby and within the Everfree Forest, along with a report, confirmed by Twilight Sparkle, of a filly encountering this being and a copy of the paper the filly was gifted by the being, and with a report of there being a portion of the being essence within the page. Lastly, was actually a report from Luna about the last two nights, during her nighttime job as protector of dreams, she stated that there was a powerful nightmare entity within the dreamscape, yet when she arrived at where the being was, it was already gone, and there was a noticeable lack of nightmares in that portion of the dreamscape. Luna investigated further and found that during the time this being was within the realm, that all of the nightmares of the foals had been dealt with, though some mares and stallions had received nightmares as well, though not nearly as many as what was dealt with.

Celestia was unsure about the name of this group, The Faceless Ones, but one name did stand out in particular, Pyramid Head. Celestia knows exactly who that is and the name, The Keeper, was brought up in the interview from one of the ponies who were nearly killed in the incident in Manehattan, she knew that one too.

'But it can't be them,' Celestia thought with a perplexed expression, 'they were... killed, right in front of me... unless they did something I was not aware of.'

She looks over to the paper she received from Twilight.

'And this is without a doubt Slender Man's calling card,' Celestia thought, then smiled as an old memory resurfaced, 'he always enjoyed the company of children, even if they feared him at first.'

Then she reread the report from Luna making sure she didn't miss any details.

'This definitely looks like Nightmare's handywork,' she thought matter-of-factly, 'Nightmare always was a bit overprotective of children no matter what species they were. I actually forgot that Nightmare actually could access the realm of dreams.'

The looked over to the paper regarding the death of a mare over in Las Pegasus and frowned.

'Though this is the only thing that seems out of character... especially for Pyramid Head,' Celestia thought in confusion, 'He never left a body of anyone that he has slain in our realm, not even for those who couldn't stand... that pain.'

She looked over everything once more and had a thought to see if it truly was them.

In her magic, she quickly took out an inkwell, a quill, and a blank parchment, wrote on about half the page, and looked to her nearby guard, a pegasus who was unmoving with a neutral expression on his face.

"Silver Strike?" Celestia called out.

He immediately came over to Celestia, stood up straight, and responded, "Yes, Princess?"

She passed him the parchment, which she had rolled up and put her seal on it, "Please pass this onto any presses in Canterlot, Ponyville, and Las Pegasus," she passed another, smaller rolled up parchment to him, "and if you need the help from any of the other guard, then you can use this to let them know you have my permission to accept any other help into your company."

Silver saluted to Celestia, "Yes, Princess, thank you," he said and trotted out of the room.

As Celestia watched him leave she had a guilty frown appear on her face.

'If... if it really is them," she thought solemnly, getting up from the large pillow, "I going to have a lot of apologizing to do.' She then left her room.

Author's Notes:

By the way if the timeline of this story is getting confusing, here's how the chapters work:
If you start reading one chapter, finish, and start reading the next, the next chapter happens a day or more after the previous chapter, unless specified within the chapter name, author's notes, or within the chapter itself. Sorry about the short chapter, I promise some of the next chapters will be longer.

So Celestia seems to know these beings enough to recognize them by name, picture, calling signs, or even behavior. What was it that she had written and passed to the guard? Why does she want it to be passed to the presses? All will be answered in the next chapter, and might even answer more and maybe bring up even more questions!