Ok heres so cozy lore I really like thinking about her family. Cozy was born out of her rich earth pony heiress mother's affair with the pegasus gardener though she seemed to have a loving relationship with her carrot tycoon husband on the outside. Illuminant Queen and Rosy Prune's relationship ended up with Queen pregnant, Queen hoped that the possible color correlations between Rosy and her husband could make it seem like the child was legitimate under her marriage but baby Cozy Glow came out bright pink, with big looping ringlets, fluffy, and with huge wings. uh oh. Tendersweet is told that the foal was born stillborn and Rosy was given a large sum of Queen's fortune to stay quiet and take Cozy away. Rosy ends up resenting all 3 ponies, including Cozy for the rest of her life. Cozy is shaped by this hatred and grows up vindictive and unhappy at both of her parents and her mother's anger means she ends up with no friends or outlets beyond spite. Cozy has a lot of abandonment issues and trouble trusting adults so her alliance with Queen Chrysalis and Tirek is the first time shes really ever opened up to anyone where the interaction doesn't go south, her new parents might not actually be together but she actually gets to spend time with them and theres a real sense of love between the three of them that makes Cozy very protective of their relationship.