I saw this mysterious pony in two episodes, Winter Wrap Up and Pinkie Apple Pie. 


Winter Wrap Up

At 20:49, a mysterious shadow pony with no hair and long legs. All black. This might be fake.

FANMADE Slenderpony potentially watching the Mane 6

Pinkie Apple Pie

FANMADE Slenderpony in Pinkie Apple Pie

The arrow tells it all.

At 16:06, when Pinkie tables Applejack, there is a pony in the bushes, and no eyes, a stallion with a similar appearance to a mare and the Slenderman's clothing. Oh, yeah and as the tackle goes on, he quickly disappears. This is not fake.