2) Despite being told everything was going well, their foal was stillborn. They were devastated as any expectant parents would be. Vapor Trail thinks Lightning took it harder, mainly because Lightning did her very best to be strong for Vapor and hid a lot of her own grief.
I guess now is as good a time as any to talk about funerals. Ponies have dozens of different funeral practices depending on what tribe they fall into and what region they're from. Canterlot unicorns burn their dead in a designated shrine, Earth ponies gather food and letters of warm wishes to leave at the gravesite, and so on. In almost all funeral practices are Princess Luna iconography, typically including a crescent moon, as it is believed that Luna guides the dead to a heaven equivalent. I don't know if ponies believe in an afterlife, but Applejack has mentioned the word "heaven" before so it may be safe to assume at least some ponies do. In pegasi culture, if parents lose a child, they take a small branch of Foal's Tears (looks kinda like snowdrop) and each parent leaves a feather. Lighnting Dust made a moon etching, coupled with a poem in Old Ponish and a dedication to their lost daughter.
3 & 4) Lightning Dust never really was the same pony after losing her child. The topic of children sent her into heaving sobs or she would do her very best to hide her pain. A few years down the line, Vapor Trail would ask Lightning if she wanted to try again. She fully understood when Lightning said no, knowing her wife, despite how strong she was, couldn't handle another loss.
Yet, call it fate, irony, or destiny, sometimes life gives you the second chance you didn't know you wanted. Lighnting Dust, on a hike searching for food in the bitter winter during a particularly nasty blizzard, came across a two-month old filly, unconscious and nearly frozen solid. Lightning of course took the filly home, aiming to nurse her back to health and find her parents as soon as possible. However, Vapor Trail saw it differently: she didn't know what, but something wanted them to raise this foal. Lightning didn't believe in destiny. She believed in results, hard work and taking risks to achieve greatness. This was simply going to end up hurting them somehow.
Still, Lightning conceded and promised to take care of the foal until winter passed, and then they would venture out to find her parents. But they never did find her parents. No one traveled through the area during that harsh winter, and if the foal had fallen from some cloud, she would have surely died. It seemed as if the filly had simply walked there from some far away place.
Spring came, and with it, the filly's wings. Up until then, Lightning and Vapor had been calling her "filly" and it is normal pegasi practice not to name a child until their fledging. And when the foal learned to fly, she flew with such speed and power that little lightning bolts shot off her tiny wings. Lightning Dust was in awe of this child. Maybe there was something to this destiny thing. Maybe they weren't supposed to be parents, but they were supposed to raise the next great Wonderbolt. They named her Thunder Bird, and Lightning Dust knew from that day she had a champion on her hooves.
Lightning Dust never really takes on a mothering role for Thunder Bird; rather an emotionally detached mentor who wants Thunder to be her best, but also keep her distance. Vapor Trail is absolutely Thunder Bird's momma though and they are very close. Thunder Bird herself wants to impress her other mother and so works hard to be the best flyer Equestria has ever seen.
—- Hahaaa yeah so I changed a LOT about Thunder Bird and Lightning Dust's backstory and I think I like this way, way, way, way more than what I had before. I realized that I don't need to go to absurd extremes to have good drama. I mean…having Lightning be so bitter and cruel and psychotic to intentionally adopt a child just to abuse her into becoming a Wonderbolt???? Tf was I thinking? I like this a lot more, and it still keeps the important aspects of Thunder Bird's story while making it much more palatable. It's not that there aren't mothers who intentionally abuse their children, but it's just not a story I think I'm qualified to tell nor does it feel in line with Lightning Dust's character. She's cocky and uncaring sometimes, but not downright evil.
Eventually, when Thunder does find out Vapor Trail and Lightning Dust are not her parents, she bids them goodbye (though many tearful promises to return and reminders that they'll always be her family were called for) and goes on a long, long journey to find the family she lost.