She spotted a cave nearby, where she can be sheltered from the storm. Arizona crashed onto the ground when she entered the cave, the cow was exhausted from the running. She couldn't bother to shake the rain off of her.
Arizona contemplated how all of this happened. The girls were so close to the Key. As the predators chased them, they all fought as hard as they could. They desperately needed to get to their goal, so Oleander, with the knowledge to retrieve the Key, was entrusted to take it. Unfortunately, she was betrayed by FHTNG and he stole Prophet's Key for an unknown reason. To save the others, Oleander used her most powerful magic, which tragically caused her horn to shatter. The spell caused the place to collapsed, and the others were nowhere to be seen.
Arizona blamed the unicorn for what happened, and called her a "good-for-nothing failure". She then realized her scarf was missing, most definitely lost it in the storm. Arizona didn't know how this day could get any worse, nor how they can fix this problem. She was entrusted by the folks of the Prairie that she would save the world. She later realized how silly she was, believing a calf can do anything to make such difference. She thought they might have a chance, but then realized they have been played.