So basically this is my changeling headcanon. Here's how it goes:

Changelings live in the Hive, a huge imposing structure resembling Angkor Wat made of black organic-looking stone covered with mold, moss, and fungus. There are glowing green lights in many recessed places. The land is somewhat swampy and rich in minerals. The Hive covers a few square miles and extends far underground. The inside is filled with tunnels filled with holes that slope and curve and curl and are slick with dampness. The Hive is located in the country of Great Hissia, which is located in the Badlands.

Changelings evolved from Flutterponies who were exposed to magically contamination nuclear radiation thousands of years ago. Prior to this, the Badlands had been Flutterpony Valley, but then ancient nuclear devices were accidentally triggered and the place got flip-turned upside down.

Changelings are only slightly sexually dimorphic. The males tend to be more blue-colored than the females, and the females are more green-colored and have longer manes and tails. The males also have more bodily strength and longer fangs, as well as small, blue, pupiless compound eyes. Females tend to be a little larger than the males, with bigger, green, pupiless compound eyes.

Changelings follow a rigid structure of gender-based duties.

Males are drones: they fight and defend the Hive due to their physical strength. The changeling army that invaded Canterlot was all male. Males also function as reproducers.

Females are workers: they do pretty much everything else in the Hive to keep things running smoothly. They farm, they excavate minerals, they build, they expand the Hive, they care for the young, they care for the Queen, and they reproduce.

Mating is a duty done by changelings on a schedule in rotation. Drones and workers pair up and mate quickly and efficiently - it is a job to complete. There is no love involved - to express love would be like vomiting. The worker soon lays an egg that looks like this.

The egg is kept in one of many incubation chambers - large warm rooms deep in the Hive. Geothermal power is used to keep the incubation chambers nice and warm for the eggs. On a regular basis, workers assigned to be caretakers bathe the eggs in a sort of jelly they produce, much as a pony mare produces milk. The eggs are nourished by this jelly.

After several days, the egg hatches into a larva, colloquially a "grub." Larvae are all female initially. The larva is pale white with adorably large eyes on either side of its head and a gaping round puckery toothless mouth. The larva feeds on the jelly produced by the caretakers until it matures into...

A PARASPRITE! Yes! Parasprites are a part of the changeling life cycle! Though they can reproduce on their own, it is merely parthenogenetic (parasprites are all female as well) and can only produce more parasprites. Parasprites function as "scouts" for the Hive, seeking sources of love outside of the Hive. Parasprites themselves can eat just about any organic matter, so it is for them that the farming is done, while the jelly is saved for the larvae. Parasprites and larvae give off love, so they can be used as a food source by adult members of the Hive. It is not uncommon to see a changeling walking around the Hive with several parasprites and larvae nestled in the holes in their legs.

Parasprites have an inborn compulsion to follow certain kinds of acoustic patterns. This is because the older changelings speak to them in song, since the parasprites can’t speak. These songs are how the changelings tell the parasprites where to go — like how a bee’s dance tells the bees where there are flowers. This is why Pinkie’s polka was so alluring to them — it’s basically a “come hither” message.

If the Hive is in want of adults, a batch of parasprites will be matured with special maturation magic. This causes them to enclose themselves in pupae. Each pupa is affixed to the wall in one of many large maturation chambers. It is while they are in the pupae that half of them become male, which is largely dependent on the temperature of the room. After several weeks, the pupa opens and a nymph emerges. Nymphs are the same shape and size as Equestrian fillies and colts, basically the equivalent of such for changelings. Nymphs are adorable little buggie-wuggies :3

Nymphs then grow into adults over the course of several years, which naturally requires molting their exoskeleton several times while they grow. Nymphs are trained in the ways of the hive, although most of what they learn is already instinct. By the time they are adults, they are completely adept at the art of changing their form with magic, flying, and performing all of the roles that are required of them by the Hive.

Queen Chrysalis herself lays eggs, but they are usually not fertilized. Occasionally she will take a mate, the process of which inevitably kills the drone. She only selects the best of the best as a mate, mainly in terms of stamina. Queen Chrysalis was 35 years of age at the time of the Canterlot Invasion.

To sum it up: egg -> larva -> parasprite -> pupa -> nymph -> adult.