In the EQG Holiday Special, Sunset figured out that Anon-a-Miss was actually Scootaloo, Sweetie Belle and Applebloom.
But what if things happened differently?
What if Sunset never figured out who Anon-a-Miss really was?
What if her friends refused to listen after her little chat with Twilight?
For those who haven't seen it, the comic can be read here:
https://www.youtube.com/watch?v=2-MMfsFt2NE

Right before the Dragonborn went to face Alduin, he was teleported to a different dimension, where six friends teach him the meaning of friendship, where it seems that some Dovahkiin is not the only one with a dragon soul to from his world, to be traveling through this land.