Hasbro has released a trailer for the upcoming season nine on Youtube (which you can watch here). In it, there are two scenes that are relevant to this group. One is at the fifty-four second mark, where we see the guard mare from season eight, and two other female guards.

Derpi link here.

The other is in the one minute and two second mark, and passed so quickly I missed it the first time, where Rarity steps through an opening doorway dressed in guard armor.

Derpi link here.

So now, not only do we have multiple mares in the guard, but an actual canon shot of one of The Mane Six as one as well. Thought it would be of interest to others here.

So excited!

I fell in love with the mint green one’s potential the instant she appeared in the last episode. I put her in a fic, too, but couldn’t think of a good name so I referred to her as “the arresting officer.”

I totally missed Rarity—good eye!

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Maybe Rarity is the reason there are so many more mares in the guard now.

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I want to just scoop them up and hug them, but I'm afraid they will break my arms if they do.

Well, the episode the screencaps are from has aired, and we now know:
1) at this point, nearly half of The Royal Guard is indeed female
and
2) Rarity was only wearing hers as a disguise for the break-in.
Likely, we will be seeing more of them through out the season. I mean, why create so many new assets for the final season, only to have it appear for one episode?

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Derpibooru has taken to tagging her Guardian Angel (character). Admittedly not to my liking as it lacks creativity or anything that could refer to her specifically, but it's as good as any, and helps find pictures of her.

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Thanks!

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Don't forget though: My Female Bat Pony Self (aka me) is a Female Lunar Guard of course X3