For longer than he could remember, everything that went wrong in Asgard had been deemed Loki's fault. Loki, God of Mischief, Loki, the Trickster... He always ruined everything.
In Loki's humble opinion, his mistakes were often just that, mistakes, but for some reason, everyone seemed to think they were so much greater than the mistakes of others. Maybe they knew something he did not. Maybe he was the one in the wrong—the opinion of the whole of Asgard, against that of one man? Surely that must mean the problem was on Loki's side.
With the wall, he had not even expected things to spiral out of control so much. He'd made a suggestion, and then suddenly, the Aesir were making accusations, threatening to kill him now that it had turned out that his plan had not worked.
For Norns' sake, he had not forced the All-Father to agree to it. He was not king. And yet, for some reason, it was still Loki's fault, and Loki's responsibility.
Then again, after the lip-sewing incident, Loki could not be surprised at anything Asgard did to him.
As such, desperate and frightened, Loki had gone and done his best to fix things. Using his shape-shifter skills, he had distracted the builder's stallion.
Even after everything, he had not expected the stallion—Svadilfari—to be so fast.
In the first days after it happened, he had raged. He had cried, insofar as this form allowed him to. The shame and humiliation had been almost too much to bear.
He knew Svadilfari's owner had turned out to be a Jotun warrior in disguise, and was now dead at Thor's hand. But it was too late for Loki. He was forever marked, forever branded, and he would forever carry the dreadful memories of being caught, overpowered and violated by an animal.
No one had come to look for him. They left him alone, to fend for himself in the wild in his vulnerable state.
His terror had only grown worse. More than once, he had almost ridden off a cliff, wanting to just end it all. It was only his self-preservation instinct—so strong in this shape—that had kept him from doing so.
And then, something had changed. Loki had felt the spark of unfamiliar seidr inside him. A spark of life.
For the first time since that dreadful day, Loki felt hope.
He supposed for many people, it would have not made sense. After all, this creature inside him was the product of the worst moment in Loki's life.
But Loki was not most people, and he saw things quite differently. For most of his life, he had received very little love from those who were supposedly his people. His mother had sometimes been an exception, and on occasion Thor, when he could be bothered to remember Loki was actually a person, and not an annex to the Thunderer's greatness.
But none of them had done anything in Loki's darkest hour. In the end, none of them cared.
And yes, maybe they were bound by the All-Father's wishes, but Thor had gone against Odin's commands a great many times, for less important things. Adventures, proving himself to Sif and the Three, running rampant on Midgard to gain the mortals' worship. There had been punishments, but nothing too serious. Thor was Asgard's Golden Son, Odin's heir. They could hardly afford to lose him.
Further, Frigga had her ways—magic ways, secret ways. She could have at least come to him in illusion form, to offer some comfort. It would have meant a lot if only she had told him he was not a complete failure, that she was not ashamed of him, that it had not been his fault.
But they had done none of that, and Loki could only imagine that they did indeed blame him for everything—including his own rape.
And now, there was this thing inside him, this little being—and for the first time in his life, Loki had a person of his own. A child. And already, he loved it.
When the birth finally came, Loki was once again frightened and in pain. But by then, the child's seidr had already grown quite a lot and Loki kept his eye on his proverbial prize.
Somehow, despite having been alone for the past Norns-knew how many months, despite having been chased by wolves mere nights ago, despite having very little to eat since his rape, Loki went through it.
The colt was beautiful, just like Loki had known he would be. He had eight legs, but to Loki, there had never been a lovelier and more perfect child. Every inch of the colt was sparkling with seidr, and with love—Loki's love.
Now that he could shift, he could easily return to Asgard. He could place the colt at the All-Father's feet and ask for forgiveness, for a new start. In time, the colt would become the most magnificent steed in the Nine Realms, a stallion worthy of the All-Father himself. He would be protected in Asgard's stables, and Loki could be prince again.
But Loki was not his father. He would not have his own son be used that way. He would not have his child become a beast of burden.
So Loki did not return to Asgard. Now that he could use his magic properly again, he cast tight spells of shadow and protection around himself and the babe, spells that would keep him from the sight of the All-Father and that of Heimdall. Then, he took his precious burden and left his home land without looking back.