Headcanon excerpt: Luna's Bat Pony Guards · 6:43am Nov 3rd, 2013
Warning: this has not been edited. I literally just finished typing it.
The bat ponies that make up Luna's Midnight Patrol force a very rare breed of pegasai known as thestrals. When Luna began her usurpation, she gathered ponies who were loyal to her. As a reward for their loyalty, she cast a spell on them that altered their physiology to be better suited for night time. Webbed wings are better at catching and flying through still, cool air, since there aren't any thermals to help them glide. Tufted ears help them feel the air currents, which are more subtle at night and the slitted cat-eyes are reflective, helping them see in the dark. They and Luna were a force to be reckoned with when they marched on Everfree City.
When Nightmare Moon was banished, her soldiers fled. Celestia lost track of them and assumed that the spell on them broke, turning them back into normal ponies. It didn't and the thestrals, feared and hated by the other tribes, hid in the northern forest beyond Foal Mountain. They built a village there and hid themselves away from the rest of the world. One day, about four hundred years later, a scout brought Celestia news of a forgotten village hidden in the shadow of a mountain. She went to see it and was shocked to discover that thestrals still existed. They had become a fully-realized race, one generations old now, and beyond any magical reach to turn them back into traditional ponies. Having been raised in isolation, and still loyal to Luna, they nearly rioted when Celestia landed in their village. She manged to talk them down and explained how relieved she was to find a group of ponies who didn't see her sister as the ultimate evil. She left them as they were, since she knew they preferred their isolation, but she also treated them like any other town in Equestria by setting up schools, a library, a post office and establishing a trade route (just a little one). After some modern education, the village learned how to not just farm, but farm better (with instruction from the traveling Apples). They grew exotic plants, which they prepared and sold all over the country, earning them a place in Equestria's economy. But they still saw themselves as distinct from the rest of the country and chose a name for their village that reflected that – Hollow Shades.
Over time, other ponies found out about Hollow Shades and some even moved there. They were the brave ones, since the village sat in the shade of a mountain, in the middle of a deep forest, so it was dim and gloomy nearly year-round. The thestrals warmed up to their new neighbors, eventually – it's hard for a pony who lives his whole life in the shadows, keeping to himself, to try and make friends with an outgoing earth pony or an energetic pegasus or a curious unicorn. A few of the Apple kin even found their way out to Hollow Shades, at some point.
When Luna did return, Celestia made sure that her first stop on her 'Getting to Re-Know Equestria Tour' was in Hollow Shades. Her own little ponies were beside themselves with joy to see her again (even though the original thestrals had long since died). Luna was shocked to see that they still existed; she also had assumed the spell would have worn off. But she also saw that they were thriving in their little village and most importantly, they weren't afraid of her. Once she established herself in Canterlot, she offered them jobs as her personal guards and servants. The other ponies in the castle were wary of them at first, but they've mostly come around. The thestrals themselves, in addition to serving their princess, are also thrilled to learn that others outside their village are willing to accept them.
Whew, there. I just wanted to get that out. Feel free to disagree with me if you must, but you won't change my mind.
Yes, I know thestrals are from Harry Potter. Obviously. But based on Lauren Faust's Twitter, she drew inspiration of the bat ponies directly from thestrals, so there.
Normally I don't like accepting headcanons presented by other people, so I don't have one of those handy headcanonaccepted.jpg's lying around.
But I would totally use it now if I did...
Well, I've got my own concept of the batponies, but your's sounds pretty interesting too, filled with story potential. Go for it. Write more.