Well, a frequent theme is isolation. In My Little Pony horror stories, a pony might find itself all alone in a once - familiar but now - eerie place. It could be like Twilight Sparkle suddenly finding herself in a desolate Canterlot Castle, with no friends around and strange, creepy noises everywhere. Also, there's often the theme of betrayal, where a trusted friend turns out to be something evil, like Pinkie Pie acting all strange and harmful instead of her usual jolly self.
Some common themes in My Little Pony horror stories include the corruption of magic. Magic in the normal My Little Pony series is used for good, but in horror stories, it can go wrong. It might be used to create nightmarish illusions or to harm other ponies. There's also the theme of the unknown. Ponies might encounter strange and unexplained phenomena, like portals to dark dimensions or shadowy figures that no one can identify, which creates a sense of fear and mystery.
One common theme is the distortion of the usually cute and friendly My Little Pony world. For example, the ponies might be turned into menacing creatures. Another theme could be the loss of innocence. The bright and colorful world of My Little Pony is known for its positive values, but in horror stories, these are often subverted, and characters may face dark and terrifying situations that shatter their innocence.