Windigos

Windigos are a race of ghostly horse-like creatures that first appear in the season two episode Hearth's Warming Eve. They are winter spirits that feed off of the fighting and hatred between others and create blizzards and freezing weather.

In When the Cold Breeze Blows Away,  they would arrive to be a symbol of separation between snobbish upper-class and slobbish ponies that they can spread many worlds when  the elite and the super rich hating the lower-class, the middle-class and the working-class people