Hmm… These are good points too. Lyra, as nice as she is, has always been sort of secretive. She probably wouldn’t have told anypony. And Aunt Bon-Bon has always been a… Well, overprotective. She definitely wouldn’t have just left. Almost definitely…

What if… What if she was foalnapped?! And the foalnapper took her hat that she never wears to make it look like she left willingly! That’s… Really dumb…

… Maybe she left… But she didn’t know she’d be gone for this long? Either way if she didn’t leave a note she probably wouldn’t have told anypony either…

You start to think about who might have saw one of them. They didn’t just vanish. They had to have trotted out the door and went somewhere, right? Who could have seen them? Maybe somepony who spends a lot of time outside?