The story behind this is that either trough tests done on her in the Stable or just because we thought the idea of different Kirin forms due to other emotions. She literally wears her emotions on her mane. This is the second version I commissioned from my friend. This time with several layers of Armor and clothing.
While I don’t have a image source I do have a Deviantart to point to in general: https://www.deviantart.com/senpai-satan