This question is in my mind for a few months but since the sho arrived at the end I find it more actual. Even we haven't got much info about the lifespan of the different species of Equestria I would love to hear some opinions.

Personally, I would say that probably Ocellus will be the one to pass away as a "bug pony" and if nothing tragical happens than Smolder will be the last one as a dragon.

Nah, you see eventually Gallus becomes the princess of the griffons, he's still a dude, yes everyone of his classmates tease him about this. He becomes functionally immortal while controlling the seven winds.

In the absence of any sort of clues about lifespans of the other species besides dragons, I’ve just defaulted to saying they live as long as people do. Everyone will live to the ripe old age of 100, while Smolder is cursed with pseudo-immortality.

I know the “immortality is a curse” trope is severely overused, but part of me wants to see how Smolder would deal with it.

That is the genuine problem with dragons and being firends with any other spices you would out live them by a long shot which is extremely dark to think about. Smolder is not the only one to be plagued by this so is Spike that's my main reason I disliked Sparity was be cause Spike will out live her tenfold. Its such a sad logical contradiction that a children's show can't really talk about.

Chrysalis is immortal (I think?) so wouldn't Ocellus be too? Or was that a royal-only changeling thing?

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Given that I headcanon Ocellus as an immature queen, I'd peg her as living as long as she has enough love and a lack of getting squished.

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Now that they share love, I shouldn't think any changeling is lacking love. Especially not with Thorax in charge. The dude loves EVERYONE. And Ocellus, personally, has all her friends. Even if only Smolder lives as long as royal changeling, that should still be enough love. Hmm. Now I wanna see what Ocellus might look like when she becomes a mature queen. And would she just be a queen in power level, or have actual royal power like Thorax/Pharynx? Dang it, I want more info.