Of course they exist in Equestria. They exist everywhere. That's the point. Of course, due to the vast nature of the universe, and the various beliefs held about the apocalypse and what it consists of, it's easier to just have a different batch for everywhere. Equestria's batch is a tad problematic. The morphogenic field of ponies tends to have certain psychological effects. Put plainly, these four have been infected with friendship. They care about the inhabitants of this world, which may make ending it a little tricky. But hey, just because it's the end of the world doesn't mean it's the end of the world, right?
Famine lives in Manehattan, running a modeling agency under the name of Pound Wise. He takes exceptionally good care of his models, always ensuring they have enough to eat. His own skinniness he attributes to a chronic illness, a curse rather than a blessing, no matter what the fashion magazines say.
Pestilence heads up the potions department as Celestia's School for Gifted Unicorns as Dr. Elf Shot. Ostensibly this is to whip up a superbug in a Petri dish and infect the pupils. In reality, she's a stickler for her students' hygiene and encourages them to go into medicine.
War lives out in Appaloosa as the local baker, Red Velvet. Despite her name, she specializes in pie. She finds equine pie-fight warfare quite sweet and refreshing. However, she is a calming influence, always there to interfere with sparring spouses or fighting friends with a well-timed basket of cookies.
DEATH, it seems, is the only one actually doing their job. They have no identity, though Princess Celestia once nicknamed them Prince Omega. Though Death would never admit it, they rather like that name. They are the reaper of souls, comforting them as they depart the mortal realm to places even Death does not know. Or at least, they come up with a fitting line to end on. It's usually a pun, because Death is a dork who absolutely does not have a crush on Celestia what are you talking about
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