Aww, season 4 ended on a good note for Roxy and her family! And also for fans who have been wondering about the mysteries of the Morgana/Klaus marriage. I mean, seriously, how could a fairy ages old have a daughter with a normal, mortal man? It has everyone puzzled.
According to my interpretation of a little story they showed in the last episode, Morgana was tired of being queen, so she attempted to pass for a mortal. That's when she met Klaus. They fell in love, got married, and had a cute little baby Roxy. I think she then says she was discovered by the Black Circle, and captured to be locked away with all of Earth's fairies.
But now she's back to live with Roxy, Klaus and Artu! And don't worry about Earth not having a fairy queen, Nebula has been given Morgana's crown!