Discord's pony name is Chaos Theory and while I know many people prefer to make him a unicorn for whatever reason, I like him more as a pegasus uwu Tho I'm sure he mixes it up sometimes.
Mayhem's pony disguise is titled "Butterfly Effect" and GUH, I absolutely adore Mayhem's disguise. Her cutie mark is a golden apple of Discord with a butterfly resting on top of it.
Lastily Paradox really doesn't have a proper pony name as his is already one (Paradox Crisis), but he's thinking of Domino Effect to match his sister a bit, and his cutie mark would probably be one domino knocking over another XD