The whole idea of this comic appears to be in the third frame. Other than the spongebob-esque addition to this scene of the show, there really doesn't seem to be a point in the rest of the comic; you probably could've cut it down to just the face since the rest of the comic is already in the show. Admitttedly, I am nitpicking.
I think this comic could've benefited from coloured outlines, too. At least for the third frame where you put lots of detail, if not the whole comic. It just looks wrong if you don't colour and/or remove some of the lines when you drop the cell-shading.
I like the sky though, you look like you had fun playing with the contrasts of the sky and clouds. The rest of the background looks nice and sets the mood well, too. You could've added some twigs on the trees for the leaves to hang off of, though.
As for the pony anatomy:
The wings in the first frame look sloppy: they're lumpy and and missing the fullness feathers usually bring. Next time try drawing them like arms and hands, with more fluffy, downy feathers being under the wingpit, and the feathers gradually getting longer. Or look up a tutorial.
The ears are inconsistent. Sometimes they're pointed (which they should be), and sometimes they're rounded and flat at the tip; they look like they the earmuffs you sometimes see robots drawn with.
Aside from the first frame, the faces are all flat. There's a line to show where their muzzles begin, but there's no dimension to them. Even in the third frame only the nose looks like it sticks out from the face.
Also: fangs. Why? Stallions have very small, vestigial, canine teeth (sometimes called tusks), and mares only have canine teeth a quarter of the time. Having fangs show during normal speech is a plain anatomical error. This design choice is really confusing. Were you trying to make it look more anime or something? Of all the criticisms I have for this picture, the canine fangs are my biggest complaint: they make no sense at all.
Back to the third frame picture:
The neck looks more like it has a bunch of wrinkles. I would've added detail to the neck muscles, instead. It would've looked more like she's stressing her face (and neck). The face contortions look fine aside from the black outlines; like I said previously there should've been coloured outlines to fit the style change. The veins could be fixed the same way too. Painting is more about using colour and light contrast
instead of relying on outlines to distinguish objects. I suggest you use as little pure black and pure white as possible when you paint, since colour can be used to help set a mood that shades do not offer. Don't be afraid to use vastly different shades or colour next to each other.
You had the right idea for the mane and tail. Good effort. Next time don't be afraid to blend the different shades together more or cross the adjacent colours. Don't give the mane an exact shape either, like it has an invisible outline: Dash's mane should look somewhat messy and in different directions, and doesn't need to completely flow forwards. You can have strands of hair end before they reach the end of her mane, too (don't try to detail every single strand of hair with its own line, instead try to give it a type of sheen and texture it with some visible strands that become less distinguishable the longer they are).
Just keep trying, I admire that you went out of your comfort-zone and that you continue to do so. There's a clear improvement from your past paint attempts.