Nyx asks Twilight if she's in trouble for sneaking out. Twilight says she is…but that her reasons for grounding her were wrong so they should just enjoy the night right now.
Near the end of chapter 6, after Nyx figures out that she doesn't have any blood relatives after Twilight confesses that Nyx is the product of a spell meant to bring back Nightmare Moon, Twilight Sparkle makes it all better for her by explaining that she doesn't need to have relatives to have a family. The crowner is when, after telling Nyx that Spike and Owlowiscious are brothers to her, Twilight contemplates her relationship with Nyx.
Twilight Sparkle: Well…Nyx…if I was really honest…I’d say…(Twilight had to swallow, the words getting caught on the knot in her throat) That…I’m like…well…your mother.
Nyx: Really? You’d want to be my mom?
Twilight: I’d love to be your mother…if you’d let me?
Nyx: Of course you can be my mom! You’re the best mom ever.
It's a small one in the grand scheme of things; but this troper found Nightmare!Nyx ordering that Twilight Sparkle be well taken care of even if she was her prisoner to be both touching and telling about her true character.
For that matter, Nightmare!Nyx forgiving the Mane Cast and Trixie for their attempt to stop her is also a bit telling. To say nothing of her restoring a dummy of Twilight Sparkle and sleeping with it in her hooves while weeping for her mother. One begins to wonder if Nightmare Moon's heart is really in it.
The Cutie Mark Crusaders taking an insane risk and sneaking into the castle to help the pony they still see as their friend, and Nightmare!Nyx seeing to it that they're safe.
Twist's conversation with Nightmare!Nyx is part this, part Tearjerker. She gives Twist her cape as an honorary member of the CMC and promises her there'll be sun from now on!
And later, Nightmare!Nyx releasing the CMC as part of a birthday gift to Twist.
Another small one that helps take the edge off the massive Tear Jerker that is the end of chapter 18. While Twilight is screaming for help and everypony is just standing around, she's soon joined by all her fellow Elements of Harmony and then by Nurse Red Heart, Cheerilee and Ditzy Doo; basically all the ponies that Nightmare Nyx had helped personally. Proving that, for all her Wangst about being a monster, not everypony sees her that way anymore.
Twilight and Nyx talking after deciding to release the Royal Pony Sisters from banishment. (Doubles as a Tearjerker)
Nyx: You promise you won’t let her banish me, but I’m still scared. If we’re going to release Celestia and Luna, and if you can’t stop them, I want one last memory. Just one last, good memory…something I can hold onto if the worst should happen.
Twilight: Equestria can wait a couple hours. You can have that good memory, even though I promise it won’t be your last. So... are you hungry? I could go get us something to eat from the castle kitchens.
Nyx: That…that does sound nice, and…after we eat…could we read a book together, like we used to?
Twilight (trying to keep her voice strong, through it had an audible quiver): Of course. What story would you want to read?
Nyx: You pick, Twilight…you always pick the best stories.
Cheerilee giving Twilight drawings and get well cards all the foals made for Nightmare!Nyx for saving them…I'm sorry, I Have Something In My Eye...
It's over, and everything's alright. Nyx is just Nyx again. The sweet little filly she deserves to be. Break out the party favours.
Twilight Sparkle: “Because, Nyx, I’m your mother, and a mother will always love her daughter, no matter what.”
Nyx reminiscing with Celestia about why celery soup and daffodil sandwiches are her favorite foods. They aren't particularly fancy, and they don't taste anything exceptional, but they were still the first things Twilight offered for her to eat when she first came to the library.