In stream we were all discussion if a phoenix version of a pony existed what their origins and purpose would be. Scoob and Pen came up with much better ideas (and less distrubing ones if ya ask me) but here's mine anyway.

This is Ash. When Ash was but a wee foal of 11 days his momma tried to set them on fire. Whilst the child was ablaze a Seraph which happened to be nearby heard the cries of the infant and decided to sacrifice itself to save the baby. It channeled all its power into prevent the infant from burning adn in doing so made the infant both immune and part fire. And thus, Ash was saved, but essentially cursed. Alike a flame, Ash ebbs and flows, ignites and dies out over time. When so happens and their fire dies down, they age absurdly fast and crumble to dust and soot. From the pile os ash come a new Ash, as a newborn foal, ready to begin the circle of life once more. Ash's life cycle can last a few hours to a few decades, all depending on their "internal flame" whcih even they know nothing about really.