@Evowizard25  
Luna sleeps during the day sadly to watch over the night. Though come to think of it, where does she sleep? In Canterlot or her own separate castle?

Zecora needs some more air time!

@Evowizard25  
I’m guessing Luna was all the way in Canterlot, and since the Everfree Forest was closer, Twilight went there.

Well we did see her as a mentor figure in ‘Magic Duel’ and it was really neat to see her actually training Twilight.  
Though, in context of the series, it was strange how it was Zecora who Twilight went for help. Why not Luna, since we can assume she didn’t go with her sister to meet the representatives of Saddle Arabia. As well as we know that Twilight is on good terms with her.  
(Though Luna seems cold and distant to Twilight, even intimidating in later appearances.)

@Background Pony  
Oh, in that case they just listed episodes she was featured in.

@ROTHY  
She did not appear in AFID. If she did, it was only a minor/background appearance.

@sixtyfour215  
Very brief role at the beginning of the episode, but she did have a line: “What a lovely ‘hi’, Miss Pinkie Pie!”

@ROTHY  
I don’t remember her from that episode.

And A Friend in Deed.