Well, in this arc of the manga, Lucy is involved in something called the Eclipse Plan. Supposedly, Zeref, the Dark Magic Mage, is going to kill her/take her away. As far as I can tell, the images are from the Tower of Heaven and the Loke arc in the anime. So, it's fan made, and hasn't really happened.
Spoiler! ~ Actually Mashima has put out a spoiler (what to expect) page. It shows Lucy kneeling infront of Zeref and she says 'for the song i yean, i will never see Natsu again' I think she does to save everyone. Self sacrifice or something.