@ObliviaTheChangeling  
I only had trouble with the last one. But, thank you.

I.C.U.P, or Intercontinental Uranium Penetratior, is a type of anti-material cannon shell designed to hit targets from several hundreds of thousands of kilometers away, through the use of a high-powered ballistic rail-cannon. The shell is designed to penetrate through the thickest of armor, and once inside, detonate with the force of a miniature nuclear warhead.
 
Princess luna is trying to trick celestia into authorizing an I.C.U.P artillery barrage on the griffon capital, thereby initiating a war with the capitalist republic of griffonstone. If this war were to take place, then celestia will be called in by the equestrian military, and luna will have celestia’s hidden cake stash all to herself.

@Zaknel  
The first line would be Luna (or whoever Celestia’s talking to) trying to get Celestia to say it, accidentally saying it themselves.  
The second line is Celestia’s reaction.  
The third line is the same person as the first line, realising what they did.
 
It’s quite obvious, really.

@Background Human  
What was that last line about?

“C’mon, lady. It’s not that hard. Just say I-C-U-P.”  
“You do? I’m calling the cops, you pervert!”  
“Wait, what? DAMMIT!”