This story is a sequel to Days of Wasp and Spider

Believed dead by their creators, the ponies that will become Celestia and Luna have broken their mental conditioning and escaped into the wilderness. Here they plan the revolution that will free all ponykind, knowing that it is only a matter of time before their ruse is discovered.

Back in their underground arcologies, the ponies' erstwhile masters deal with the consequences of the escape, all the while unaware that something lurking at the bottom of space-time wants them all dead.

A Soot-Covered World, book 2.
Canon species only/no humans.
This story has nothing to do with the Holocaust.
Art by InLucidReverie, used with permission.

SF (canon species only; no humans) Ponies were magically and genetically engineered to be the perfect servitor race. They are powerful, adaptable, intelligent and completely under the control of their creators. A laboratory accident frees one such pony from her mental chains, but how can one mare save herself and the rest of her kind if she doesn't even know she's a slave?
This is not the Equestria you know and these are not your little ponies... not yet, anyway.

Tags: Adventure, Diamond Dogs, Gryphons, NO HUMANS (did I mention that already?)
Other tags: historical, mind control, Clarke's 3rd Law, excessive use of high energy physics, before they were famous.
Detailed review by PaulAsaran.
Cover art by endrome , used with permission.
Russian translation (partial -- 'unofficially' completed in the comments)
A Soot-Covered World, book 1.