Meet Lorna, the ghost pony monk.
Abstract about ghost ponies, as defined by the ponyfinder books:
Ghost ponies pretty much exclusively live in the ethereal realm, venturing into the material realm only to birth and raise their children in seclusion, until they are old enough to travel on their own. Upon being “old enough” (basically getting weened, maybe a little later), they then migrate back to the ethereal realm. They originated from the material realm, like all other pony races, but early on in the history of history, found the ethereal realm and stuck to it. I suppose this implies that they picked up other-worldly features just from how long their society has lived in the ethereal realm.
Obtain the ponyfinder book