Artist’s description from Deviantart:

This one went through a whole lot of changing around: Initially I was going for a courtial damsel kinda look (similar to Rarity in Spike’s fantasy in S1), then moved over to some vaguely Celtish theme and finally settled for the classical look (maybe there will be celtic deer?).

As for fluff, I guess the damsels will have their own Not-Avalon somewhere in Prance, where they teach fillies, who got outstanding magical talent (I imagine colts would be shipped off to study in Canterlot).

I might end up removing the cutiemark in the the actual page to emphasize that the Damsels aren’t quite normal unicorns…