Nightmare, Elemental Steeds, Elemental Falcons Lore

[Morningstar1337]

Also good to note the Ponies name's have roots in myth; Aithon was one of the horses that pulled Helios's chariot across the sky each day, for example.

Not all of them. Markab gets his name from a star in the more equine constellations. Xanthos was a city in Ancient Lycia.

Like Aithon, Gulfaxi and Enbarr are also horses of myth (Norse and Celtic, respectibly). Boreas (aka the Unicorn of this peculiar herd) is named after the Greek God of the North Wind, not a horse or even horse related IIRC