Windy come windy go Picture
Okay I get it, she's a alicorn princes or whatever...I'm not trying to pull a Mary Sue out of my ass okay just read on...
The name took some time to figure out because in mythology I didn't find a double winged horse but plenty of double winged angels/deities. (None of which fit her)
So I went for wind, Pegasi are known for flight and thus wind drove me to find the name.
Boreaus is a goddess, not a princess, she wears armor not garments. Her basic idea what from the hearth's warming Eve episode. It shows how none of the races really got along (kinda like us) so my guess is they would also have different beliefs as well. That said the Pegasi were Northern Territory ponies whom were used to the cold fronts and weather control. The blue colors naturally track back to the first few Pegasi whom were blue (not all Pegasi show this but most pure breeds have blue coats)
Boreaus, unlike the other alicorns who share multicolored manes had only white color which looked like silk to shine in the wind. Her eyes were ice colored for the north winds she brought to warn ponies of the coming winter. In earth pony and unicorn culture she was regarded as a sorceress or other demonic names because of her cold winds and thus is usually hated for by such races. She disappeared one day and left three monsters to ravage the land due to the ignorance of such races, these creatures were known as windigos and thus she was gone...as if an icy death came to her. None are sure if she is related to the princesses today but it's highly unlikely since she was never seen with a male and she couldn't produce a true foal of any sort. She also showed to have a shorter horn than normal alicorns and have two sets of overly full wings.
My idea is unicorns probably held the normal or natural climates that were including in spring and autumn which would make sense for them to enjoy such a magical time of the year. This godess would have to be in charge of a deity of some sorts and have amazing magical powers unlike others.
Earth ponies may have had a higher heat climate as a godess being the summer. Due to their farming and strength of the sun. This would probably mean that celestia herself could be their original idea of a godess but merely became a princess instead. In general they could have been the first to discover the sisters than then the other two races begun to notice this as well creating balance due to not one but two controlling all.
Either way it's a very odd idea of a Fanon don't you think?
(Seriously a godess vs. a princess are two different things...one is probably going to be more powerful than the other but neither can effect each other)
Sorta like a weird mix on Greek mythology!