They from elite special forces unit from both their respected realities. To give them an edge they are trained in bipedal martial arts. Very few ponies can master this form of fighting which requires amazing balancing skills. In fact they can add their wings to the mix too.
Nyx Petite Pie who was born (Yes she was physically born from a mare) and raised by an alternate Pinkie Pie of French origin. She's a joker most of the time (Not as extreme as her mother) but on the job she's DEAD serious. Twilight Sparkle doesn't exist in Petite's reality and she and her whole family died during a massive Canterlot earthquake. She is survived by Shining Armor who was permanently disabled in one of his leg by the Disaster totally making it impossible to start a career in the military. He is employed as a maker for knives and kitchen utensils lives a humble life in Manehatten (though he studied metallurgy and weapons design). With the advice of Nyx (zeta) Sparkle, Nyx Petite Pie pulled some strings through Princess Celestia to let Shining Armor get a position inside the Armory of Canterlot Castle. The reason. Cadence works there as an archivist and interestingly she's still single.
In Nyx Petite Pie's reality there is no Luna. The original Luna being totally consumed by Darkness until there's nothing of the original Alicorn left. After Nightmare Moon was defeated by that alternate reality mane 6 (which doesn't include Pinkie Pie since she was still in her home country) led by Sunset Shimmer wielding Harmony there was nothing left but shattered remains of NMM armor, to the horror of Celestia who expected to see Luna again. Having lost all hope in seeing her Sister Luna ever again Celestia endowed Sunset Shimmer (who has a personality which is the total opposite of that one in Equestrian Girls) with the power of the Alicorns and let her take on the office of Princess of the night. NMM was revived by a darkness cult with this time using a suitable virgin mare of humble origin as a womb. The cult was stopped by the night guards of Sunset Shimmer but not after Pinkie Pie was magically impregnated.
Celestia proposed to abort the pregnancy but Pinkie Pie wanted to keep her Baby. Sunset Shimmer not wanting to deprive her mother of a child proposed to maintain a wait and see stance. The ritual to revive Nighmare Moon was interrupted and therefore not completed. Things may go on differently. Celestia was unmoved until Sunset said that this may be a chance to see Luna in a reborn form. Celestia than changed her mind but made the safety of Pinkie Pie and the fate of the foal the responsibility of Sunset Shimmer. Sunset Shimmer let the now pregnant Pinkie Pie move to Canterlot castle for close observation.
During her pregnancy at Canterlot Castle Pinkie Pie fell in love with one of the Special Forces guards who seems to also be from her home country. He's a Unicorn stallion named Absolon
Pinkie gave birth to a black Pegasus filly with red manes similar to that of her mother's but with eyes similar to NMM. After research it was decided that this filly would pose no large threat since she lacked a horn but she was still to be put in close observation. Pinkie Pie returned with her young filly to her home country. Pinkie eventually married her love Absolon who also doubled as guardian of the filly just in case members of the dark cult are still interested in her. Absolon gave Nyx her second name "PETITE"
Nyx proved to be an incredibly intelligent filly exceeding at school and getting perfect scores
It was around 8 years after her birth that there was an attempt made to abduct Petite. Absolon managed to rescue her but at the cost of his life (Pinkie Pie stayed behind to protect her other 2 foals she sired with Absalon). Absolon was brutally murdered by a unknown unicorn assailant in front of the young Nyx. The severe emotional Trauma jump started Nyx alicorn powers and took horrific nightmare like form. She could bend reality and turn it into a nightmare (Like Discord but from hell or see Silent Hill). She was immediately returned to Canterlot for psychological treatment to calm her down and with it her powers. It took 2 years to turn things as close to normal as possible. It was decided to keep Nyx Petite in canterlot for security reasons and Pinkie Pie with her two foals moved moved along with her. Investigation into the Murder of Absolon hit into a dead end.
Sunset Shimmer was given the task to teach Petite the basic way of the Alicorns including power control. Sunset Shimmer also guided Petite in controlling her Nightmare reality bending powers which was practically uncharted territory in magic. When Petite grew she decided to join the army in honor of her father to whom she owed her life. Petite has no ambitions in joining royalty and views herself as a normal Pony.
As Petite matures Celestia more and more becomes convinced that Petite is her sister Luna reborn.