As said in my last post when I talked about Snowdrop in my headcanons, Nightmare Moon felt what Luna did- And that included sympathy for Snowdrop. When Princess Luna felt rage at the world, Snowdrop was there comforting her when even her own sister wasn't. Nightmare Moon wanted Snowdrop by her side, and yet something in her told her to send her away for her own protection when it came time to face Princess Celestia. So before revealing her new form to her sister, Nightmare Moon made sure to teleport Snowdrop far from the Castle just so she'd be safe despite her adamant objections…
And that was the last time she saw her.