Lozenge and her remaining companions encounter three mysterious unicorn mares in the ruins of Old Manehatten (outside Manehatten proper). One mare doesn't speak, instead sitting on the edge of the camp, staring off to the east. The other two refer to her as "The One He Must Save".
She wears a cloak like the others, thus little is mentioned of her description other than she has brown fur and is a unicorn. Lozenge catches what she thinks is a blue flash from under this mare's cowl, meaning that she may have blue eyes.
These three resemble the Moirai, or "Fates". Their descriptions are left intentionally vague, but Apple Bourbon mentions that "The One He Must Save" is always playing around with "that creepy ball"; a reference to the single eye the Fates shared in Greek legend.
Another theory is that they were part of a side story Hierophant either abandoned or has not yet written.
The author has not commented on the subject.