Frost is a unique pony. It's not that she is half Argonian either, it's the fact she was born with her cutie mark. it is said that those born with their marks are destined for some kind of leadership, but she could care less. the reason? a dream she had one night, a dream that will uncover a plan, which she will foil, even if she has to travel across Nirn to do it.
happens after events of Revival.
for descrpitions of Frost's friends, go to the last chapter in Revival, just skip the part with akatosh and youll have it.