The way Lady arrives goes in Thomas and Lady's New Son.
Then, Lady arrived as a Unicorn.
Thomas: Lady? Is that you?
Lady: Yes, Thomas!
Thomas: You look different!
Lady: By different you mean it in a good way?
Thomas: Yes, You look beautiful that way.
Lady: Thank you, Thomas, What a nice thing a Unicorn ever said t me.
Thomas: I'm glad that Twilight and I were friends in the first place.
Lady: Me too.
Twilight Sparkle: I'm glad you two think so.
Lady: We appreciate it, Princess Twilight, Thank you.
Thomas: You're a good friend.
Twilight Sparkle: Thanks.
Later that night.
Thomas: Isn't the night lovely?
Lady: It sure is, Thomas.
Thomas: Almost as lovely as your smile.
Thomas: Well, Princess Luna is the one who shines the moon.
Lady: I can't imagine why.
Thomas: And Hiro must be joining her too.
Lady: I suppose you're right, Thomas, You and I have always been really useful engines to Sir Topham Hatt.
Thomas: It's a goo thing we have for years.
Lady: What a beautiful moon.
(Thomas and Lady sing "Love Is An Open Door")
Thomas: May I ask you a question? (has a box has a ring with flashing rainbows)
Lady: What is it, Thomas?
Thomas: Lady, Will you marry me?
Lady: Yes, I will marry you, Thomas!
Thomas: We'll have a great life together, Lady, I promise you!