Interesting, I'm starting to like those evil ponies.
I'd have to note tho that shadowbolts and wonderbolts are a group's name rather then that of a race/civ/caste. It would make more sense if such a name would end up being seen in militarily squats for example.
As for the town names I've bin an idiot, what I mean to ask can those names be culled to such an extent that there is only one name left to name the towns? But by that I mean only the first word of the town, the second can still be anything. I mean can all pony civ towns simply be named "the town of ..." and all rainbow civ town be named "the dale of ..." and so forth? This would make identification of civilizations that much easier in the selection tab at embarking. (again, not suggesting that you do, just want to know if this is possible)
I do have a suggestion for the evil ponies.
Make the Keshi the name to replace the dark royal pony, I've read the wiki description and it seems to suit them quite well. The name Diomedian could be used for the earth pony equivalent, it seems to be suiting them better. You can use nightmares in place of Pegasus. All you need then is a name for the civ itself and the unicorn equivalent and you'll have a terrifying civilization all right.
EDIT: possible idea for civ name. "Hrímfaxi" Comes from norse mythology, the name of the horse that pulled night (as in day and night.) Not exactly perfect but it's something to consider.
I have seen something that was either called a dark or black unicorn. But that just sounds to easy in my opinion, you've got some great stuff for the others that having a black equivalent just seems lackluster.
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Also, Hippogriff, just mentioning that so I won't forget. Don't know if you already knew it.