Rainbow Dash's cutie mark and attitude depict her as being a Butch Lesbian. Her Catchphrase (which inspires the finale title) is "Swag". One memetic concept can connect the two: SWAG is joked about standing for Secretly We Are Gay.
Fluttershy is the only one of the Mane Six who has never once uttered a curse word. Not even after she snaps and turns into a chainsaw wielding, ax crazy psychopath. This is strange until you remember that out of all the members of the Mane Six that Max chose to avert Sir Swears-a-Lot it was Fluttershy. He kept an integral trait of Fluttershy in her parody character: her politeness.
In the post-credits gag for SWAG.MOV, Fluttershy's shed is no longer decorated with animal carcasses. This is because even though time was rewound, she still remembers the year she spent locked up in the mental asylum, which she is seen being successfully cleared from, and thus has lost her prevalent psychosis.
In "PARTY.MOV", Pinkie at one point tells Twilight that she has a big horse face, to which she obviously replies that she doesn't, yet has one. This may seem like a funny gag at first, but think about it, Pinkie Pie's sanity is heavily damaged. She's hallucinating from all her substance abuse, and that one moment with Twilight is a Through the Eyes of Madness moment, for as subtle as it is.
You know when Fluttershy was sent to the nutthouse and her gender was listed as undefined? She's a (mostly) cute looking female pegasus that sounds like Fat Albert, of course some ponies would be confused about her gender.
What was Apple Bloom's cutie mark right before Discord squished her? A daisy. As in Pushing Daisies.
In "SHED.MOV", Rainbow Dash gets a wingboner. A very, very detailed wing boner. In "SWAG.MOV", this pretty much means she was castrated.
So Fluttershy, why do you have a human skull in your shed again?
According to Paco's twitter account, that's one of his fellow co-workers named Sancho and that would have more questions. Apparently, Fluttershy doesn't discriminate.
Applejack was stated to be in a coma in "PARTY.MOV", and the Reset Button goes to a point after the end of "APPLE.MOV", so it's still valid so we can assume she only traveled spiritually to canon!Equestria - so how can she reappear physically in the hospital in "SWAG.MOV" when she didn't leave that way?
She was in a coma in the comic. She went to Equestria Prime sometime after "PARTY.MOV" when she woke up.
