Dumb family headcanons abound! A lot of people seem to wonder, hey, who exactly are Cozy Glow's parents? Does she even have any? Personally, I think it could go either way, but I like to entertain the idea of her being Wind Rider's daughter (or granddaughter). They have a lot of similarities (beyond both being pegasi), and would just be a very entertaining family to write or think about.
(Also, more pointy ponies.)
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