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Cozy shrieked one last time and flew off into the Everfree Forest. Flurry followed her, but couldn’t see Cozy any longer now that she had disappeared under the trees. It was sunset at this time and was already getting too dark around the forest, but Flurry was worried about Cozy and continued to call for her.  
“Cozyyyyyy! Cozyyyyyyyyyyyy! Cozy Glow, where are you?!”  
She shouted over and over again but got no response. After a few minutes, she finally noticed a spot in the Everfree Forest by a small waterfall. Cozy was sitting at the edge of the pond.  
“COZY!!”  
Flurry flew down onto the shore a few yards away from Cozy. She used her magic to keep the amulet safely behind her, though Cozy didn’t seem to be interested in the amulet anymore. Flurry walked over slowly and tried talking to her.  
“Cozy, what happened back there?”  
Cozy didn’t answer. She remained silent. She wasn’t even crying anymore.  
“Cozy please, what happened to your parents? Are they okay?”  
“They aren’t real.” Cozy said flatly.  
“What?”  
“They aren’t real. I made them up.”  
“You…you made them up?”  
“I used the power of the amulet to make some parents for myself, and now they’re gone.”  
Flurry paused for a few moments to take in this shocking revelation.  
“I…I don’t understand. Why would you do that?” Flurry asked.  
“Isn’t it obvious? I don’t know who my parents even are! I was left on the steps of an orphanage as a foal and raised there most of my life. Nopony ever wanted to adopt me, the caretakers weren’t very nice to me, so I just left on my own and you know the rest.”  
“Is this the reason why you are the way you are?”  
“Yes.”  
Flurry sat down and was silent for almost an entire minute. The only thing that could be heard were the peepers, the waterfall, and the sound of Cozy sniffling every few seconds.  
“I’m so sorry, Cozy. I had no idea.”
 
Full story: https://www.fimfiction.net/story/504432/flurry-hearts-story-dream-of-alicornication
 
 
Twitter Desc:
 
And now here’s where it gets super emotional. If you were disappointed that Cozy never got any proper origin stories or an explanation for why she’s so evil in the show, this might help.
 
#FlurryHeartsStory #MLPFIM
 
Full story:  
https://www.fimfiction.net/story/504432/flurry-hearts-story-dream-of-alicornication