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She doesn’t feel lucky, although rationally she knows she is. If the ritual had been performed when she was weaker, on the day of her mortal life, then it would be her in that prison, not her brother. Maybe the universe is lucky, because not having her would be a disaster even greater than missing him.
The Dreaming would keep going without him for a while yet, perhaps long enough for him to let go of his ego and ask for help, although she isn’t counting on it. But if she were to leave, even against her will, especially against her will, it wouldn’t take long for chaos to ensue. No one would be able to go where they are supposed to go, and soon there would be souls lost all around.
So it’s lucky that the spell didn’t work, that it’s her little brother who’s caged like an animal. It’s better this way, and like this she’s free to help him, if only he accepts to ask, if his pride stops getting in the way. The damage is easier to revert like this, if he can be freed soon. She’s lucky, but it doesn’t feel that way at all.