Sombra is a blank flank well into adulthood, and always felt like he was an outsider isolated from other ponies, then found out his destiny and embraced it because it finally gave his life meaning. His Protagonist Journey to Villain is a dark flip on the Desperately Seeking A Purpose In Life journey foals go through when trying to find their cutie marks, including the Cutie Mark Crusaders. Sombra is an example of when a pony's destiny and associated cutie mark is an evil one.
Sombra could also be seen as something of a Shadow Archetype to Spike, being a non-pony raised by ponies who just wants to fit in and having a close relationship with a princess. While Sombra rejected Love Redeems and embraced his true monstrous nature, Spike gave up his monstrous form through The Power of Love. This makes it quite fitting that Spike has a hand in bringing him down.
His origin also establishes him as an Evil Counterpart to Princess Cadance. Both were orphans, but whereas Cadance was loved by everyone where she lived, Sombra was neglected by everyone save for his one friend.
Sombra's Living Shadow form being his true one explains why he regains his Pony form when near a Crystal Heart-holding Spike; the Heart's proximity weakens Sombra enough for an opening, which Shining and Cadance gladly use.
Despite all the magical abilities in the setting, healing magic seems strangely absent. Here, it was shown to be so unique that Radiant Hope was a candidate for becoming a princess for having it.
Given that Sombra's story involved him rejecting Love Redeems, it's easy to see why Cadance (the Princess of Love), would fail to find sympathy for him in spite of his tragic backstory.
Sombra's shattering of Amore in the past retroactively makes his own fate a Karmic Death. Doubly so, seeing as Cadance, who had a hoof in delivering it, is implied to be Amore's distant descendant.
Further explaining why Discord was sent to deal with Tirek at first, he's known Tirek since he was at least an angsty centaur teen, and had the best understanding of how his powers worked. This also explains how Tirek knew Discord well enough to play him.
Luna's dream walking to combat nightmares is her way of atoning for her actions as Nightmare Moon; Nightmare Moon created the Nightmare Forces that give Equestria's citizens their bad dreams, now Luna fights to curb their influence.
The Power of Love was Nightmare Moons undoing in her issue. This was also her undoing when she returned in the main comics "Nightmare Arc", where she went to a lot of effort to prevent it from being used against her, she's realized the threat it poses.
Come Do Princesses Dream of Magic Sheep?, it's confirmed on the show how much regret Luna has over her deeds as Nightmare Moon. Given how little Nightmare Moon did on the show or its flashbacks, this can come off as overblown. Factor in what she did in this continuity (trapping the Nyx in an And I Must Scream and inflicting nightmares on ponykind for 1000 years), it not only seems more proportionate, but makes Luna's self-inflicted punishment (having the Tantabus trap her in nightmares every night) seem karmic until it got out of hand.
With Nightmare Moon's ego, there's a good chance she wove herself into many ponies' nightmares. This would go a long way toward explaining the origin of Nightmare Night as a folk tradition similar to Halloween, as well as the prevalence of her moon shadow as a motif for Nightmare Night decorations.
Chrysalis cringing when Celestia fired her beam at her in "A Canterlot Wedding" makes a lot more sense now that we know that the holes in the Changelings' bodies are the result of a past attack by Celestia.
The origin Chrysalis gave for herself and the changeling is possibly made-up. There's no way she could know they were birthed from a nut that fell into a swamp, unless one insists the nut was somehow sapient and she inherited its consciousness, which is silly for obvious reasons. Moreover, she tells Twilight this story after Twilight began to get excited about Chrysalis perhaps having a chance for redemption after all and feeling guilty for her current state; Chrysalis lying to Twilight about her origins to claim she's Made of Evil could just be her mocking Twilight's feelings to rub salt in the wound.
That said, if the origin isn't made up, then it means that Changelings are effectively a replacement for Windigos; otherworldly Emotion Eaters who prey on ponies for their emotional nature. However, whereas Windigos feed on The Power of Hate and are killed by The Power of Love, Changelings feed on love itself.
Chrysalis' story makes her Villainous Breakdown when Twilight defeated her (and likely ALSO why she seems to hate Twilight's ascension so much) in the Return of Queen Chrysalis make more sense: the only ponies who have ever actually defeated Chrysalis in her entire life that we know of (Celestia and a Cadence with help from Shining Armor) were both Alicorns. Chrysalis couldn't comprehend the idea of a mere mortal pony actually defeating her, and now Twilight's an Alicorn. Of course Chrysalis wouldn't take either well.
Chrysalis orders her changelings to hibernate, so they aren't "wasting energy". While a case of Even Evil Has Loved Ones on Chrysalis' part for her subjects can be argued, it's also step one in her escape plan: instead of thousands of prisoners just barely scraping by with carefully doled-out rations, we have a single prisoner gorging herself on as much food as she wants (with more than enough left over to convince the guards she's on a hunger strike), while her troops remain at nearly full strength. Cue Twilight bumbling into a locked cell with a full-power, very unhinged Chrysalis, and cue Twilight getting curb-stomped in a matter of seconds.
In considering the two known previously plans Chrysalis had for establishing a source of nourishment for her and the changelings (via Tibucktu, and via Trot), this possibly retroactively makes her line "This day is going to be just perfect" from "This Day Aria" in "A Canterlot Wedding" more poignant: there were lessons learned from those plans so that her takeover of Canterlot would go without any flaws (outside of her ability to convince Twilight she was the real Cadance, and even then she dealt with that problem effectively).
Chrysalis' invasion of Trot could explain the seemingly less-then-intellegent actions she and Celestia made during "A Canterlot Wedding":
Chrysalis draining Incitatus' so called love did not give her the power boost to stand up to Celestia like Shining Armors real love did, showing why someone who consumed The Power of Love would underestimate it both as a power-up and a threat. That her identical invasion plan failed prior, to her frustration, shows why she was excessively cruel in dealing with Twilight Sparkle when she threatened it, or have the experience to realize how it could backfire.
Given how soundly Celestia bested the changelings last time, there is a list of highly possible reasons why she was caught off guard. 1), she might not have known they had escaped their imprisonment (they would have had good reason to keep a low profile afterward). 2), she didn't think they would reuse their previous, failed, invasion plan, And 3), she figured she could defeat them easily enough if they did show up.
The Imposter Chrysalis never has their eyes visible. The eyes are the first part of their impersonation to fail, and given how they were constantly observed and could only get away with the trick once...
Regarding the series chronology. The Sirens issue took place during the Equestrias equivalent to the Greek era, by which point Starswirl had created the mirror to the "Equestria Girls" 'verse, which the comics Reflections arc showed was designed after Luna's banishment, implying it takes place less then 1000 years ago. Queen Chrysalis' had her invade Tibucktu and Trot, which also seemed seem set in the Greek time period, 1000 and explicitly less then 1000 years ago. Such evidence that Equestria is only centuries vs Earths millennia past that time would explain why their culture (on average) seems closer to Renaissance era then present.
Related to the above, but consider that Sombra acts a lot more animalistic in the Season 3 premiere than he is portrayed here even after he fully completes his FaceHeel Turn. Those 1,000 years not only made him stronger but eroded his mind even further, turning him into a mere shadow of his former self.
Speaking of the Mirror Universe King Sombra, speculating on how events might have played out where he was good and Amore and Radiant Hope were evil invites plenty of Fridge Horror. Perhaps Sombra had to kill or banish Radiant Hope himself, or maybe he tried to turn an evil Hope to goodness but was foiled by an evil Amore. Invites yet more Fridge Brilliance for how Sombra and Celestia bonded so easily — not only would he well understand having to fight somepony you love, but he was probably On the Rebound to boot.
That we never hear of Radiant Hope again, despite her princess-worthy magic and role in stopping Sombra, does not imply she got a happy ending. Worse, what she went through gives her story a Downer Ending.
As far as we know, the Umbrum are still sealed beneath the Crystal Empire waiting to be released.
The Umbrum wants to be released, so it created Sombra to do so. What's to say that it's the only time it created a foal for this plan? Remember, Sombra was found in the snow as a foal, instead of dying from exposure to the cold. Perhaps Sombra wasn't the first, but rather, the first to survive and be adopted into the Crystal Empire.
While the Dazzlings being banished to the human worlds present kills the horror of what they could have done in the hundreds of years before Rainbow Rocks, it also means the only thing stopping them from such was a lack of time. Given how effective and dangerous they prove to be in the now small timeframe, it's a lucky break they were stopped as soon as they were.
The Dazzlings landed on the top of their bodies after falling two stories from thin air. if amusing injuries weren't in effect or they had landed directly on their heads, they would be dead.
Secondary to the above, if the sirens had died, would Sunset Shimmer continue to be poorly treated by everyone at Canterlot High, including her friends? Remember, Rainbow Rocks was also about the Redemption of Sunset Shimmer as a character.
Nightmare Moon was the one who created the Nightmare Forces, who prior to her coming were the Nyx that created good dreams for Equestria. Every time Luna has to intervene to help a pony fight off a nightmare, she's probably gonna be reminded that it's her fault they're having that nightmare in the first place.
Now we know what could have happened to Rainbow Dash if she agreed to her temptation with the the Shadowbolts, not pleasant.
This also explains why Luna never revealed their existence or tried to confront them prior to the "Nightmare Arc" in the main comic series. AND makes their attempts to break her by claiming this was all her fault a lot more powerful, given how much truth is shown to be behind those accusations. Small wonder Luna spent most of the story distraught, and would have succumbed to their Breaking Lectures if not for others standing up to help her.
There's pretty clearly a completely clean-picked unicorn (alicorn?) skull in the pool from which the Changelings spawned.
Not only that, but the tree that grew in that pond and gave birth to the changelings is seen catching flies and wrapping its roots around said bones, which would mean that Equestrian changelings actually originated a cross between insects and dead ponies...
Plus, would that imply her good Mirror Universe selfs origins involve the same but with living ponies?
If the origin story is true, who is to say just how many changelings first spawned from their primordial ooze? Thousands, millions maybe? How much have their numbers grown through breeding? Who's to say they have not splintered and there are other kingdoms/colonies out there in the world?
The changelings have ragged wings and holes in their legs, but not torsos or heads. That means, whatever Celestia unleashed against them was not a random, magical "grapeshot", but something that could be aimed - Celestia captured an entire army by methodically kneecapping every single enemy soldier.
This also means that despite capturing an entire army, Celestia was holding back to not try and kill anyone. What would Celestia be capable of if she wasn't?
Even more unnerving is that, assuming that changelings are not The Ageless and generations of them have passed since they first emerged from the ooze (as evidenced by the Changeling in Trot who believed Chrysalis' crown was an antenna), it could be assumed these holes have now been passed down to their children, becoming some sort of genetic trait amongst their kind!
Chrysalis had a changeling morph into her likeness as part of her plan to escape. What's stopping her from doing it again? If they run into Chrysalis again, how can they be sure it's really her and not another imposter? Plus, what's stopping Chrysalis from escaping by impersonating a regular changeling and being Beneath Notice?
Not only did Chrysalis successfully manipulate and best Twilight Sparkle, but she avoided the needless cruelty to Twilight that led to her undoing the last two times. Not only is she free, she's learned from her mistakes, and is that much more dangerous for it.