"Long time ago, when I was with your mother, I had the dream of having a foal with her... a dream I thought would never happen thanks to her sister...
My dear Shadow Rose, you're that dream come true"
Those were Shadow's words when Swift (a pony who was present in Rose's birth) revealed Shadow and Rose that She was the daughter of the Night Mother (Princess Luna) And the Hell God as well, the travel was long, yet for Shadow, it was totally worth it.
This pic Shows the trio as the happy family He wished them to be.
Well, this beautiful piece of art was made by my dear sis  celestialqueen
She also owns Shadow Rose
Luna of course is from MLP: FIM (hasbro)
Go watch her she's very talented and her art is soo cute!