A simple drone "accidentally" failed to leave the Badlands hive for the invasion to Canterlot. He was only two weeks old, one of the clutch specifically created to break through the protective shield. Now starving, he's just trying to survive.
There are thousands of stories about changelings lost and broken after the explosion ending the invasion of Canterlot. After all, there were thousands of changelings caught in it. Some found love or peace, and some found death. I'm just one of many.
A patient is admitted to Ponyville Mental Asylum with nothing known about him and the only clue is a batpony who arrived shortly after. They don't seem suspicious or dangerous but the small town of Ponyville has bad experience with newcomers.
A little changeling drone couldn't make it for the big invasion. With the help of other desperate changelings, he avoided pony retribution as long as he could, but in the end, ponies found him. Now alone, he's just trying to survive.