When Queen Nehellenia and her Dead Moon Circus invaded Elysion capturing Helios, his spirit left his body becoming the Pegasus which went inside of Chibiusa's dream. This lead to the Dead Moon Circus, lead by Queen Nehellenia, to start searching people's dreams for Pegasus.
Pegasus aids Sailor Moon and Sailor Chibimon by allowing them to transform into their super forms. After Queen Nehellenia put Chibiusa under a sleeping curse Helios awakens her with a kiss. Chibiusa used the power of the Golden Crystal that was his horn as Pegasus to destroy the Dead Moon Circus.
Helios has to leave to resume his duties in Elysion. Before returning to Helios he gives her a kiss on the hand. The other senshi remark that Chibiusa got a boyfriend before them.
Dreamshipping is one of the popular ships in the Sailor Moon fandom. It is the most popular ship with Chibiusa. It rivals other Chibiusa ships, such as - for example - Chibitaru.