Angels of Death · 10:26pm Dec 25th, 2020
Ponykind, as well as all other Creatures, are given guidance after they die by the figure known to many as the Pale One, who is also known as the Pony/Keeper of Death, Merciful Haydes, the Warden of Tartarus... but to those who know Him personally, He is known as Thanator.
Charged by Princess Faust to over see Death at the beginning of their nascent new world, Thanator dutifully watched over all living creatures and helped guide them on to the Spirit World once their lives came to an end, but this became increasingly more difficult as various Creatures grew in population and developed their civilizations and culture, and so He whispered ideas into their ears, causing them to establish last rites to make it easier for Thanator to know of those who died lest they become wandering spirits and wayward ghosts.
Even then, it grew harder and harder for Thanator alone to oversee Death and guide the departed to the Spirit World. He sought comfort and fell in love with a mare, who gave Him foals. This later broke His heart as He had to watch his family grow old and die and thus escort them on as their generations came and went. However, His great-great granddaughter asked Thanator if she could stay with Him... and He found the idea intriguing but then felt selfish as His idea, He realized, would become a miserable one in the lone run. He explained to his descendant that in order for her to stay, she would have to assist Thanator in overseeing Death, and to His surprise, she accepted.
Thus, she became the first of Thanator's Angels of Death. In time, more and more of Thanator's descendants joined Him in guiding the departed to the Spirit World and finding the spirits of those who had been missed and helping them to find peace and leave the living world behind. They were not bound to serve Thanator forever as Angels of Death; all of them reserved the option to move on.
The Angels of Death are the spirits of Ponies (and other Creatures) who all descend from Thanator and accepted His offer to assist Him once their own lives came to an end. They wander here and there, sensitive to life that is near death for some reason or other, and guide any and all recently departed on to the Spirit World so they can find peace and rest and not wind up lost and earthbound.
They are invisible and undetectable, only appearing to living creatures who are so depressed and miserable that they are considering taking their own lives. Angels of Death talk to these poor souls to convince them that while life is not easy it is still precious and beautiful and that they can find a reason to carry on.