This is a very dramatic and sad story, so I can see why this might cause some problems. :/
I think the main issue you have here is that Sunless doesn't feel like an mlp character. Her story is much too sad, and her powers really don't make sense with the lore of the show. She doesn't seem like she would fit in Equestria, so I'm having a hard time taking her seriously as a character. What do you intend to use Sunless for? In roleplays, some GMs might take issue with her. If she's the main character of a fanfic, however, the issues are entirely different.
To me, the most important aspect of a character is their personality, not their backstory, not their design, but WHO they are. I could help you with Sunless, but to start she needs an actual personality beyond just the accumulated tragedies of her past. If you'd like, you can PM me, and we can work on her together?
An alicorn, eh? Alright, right off the bat, a little warning: I'm sure you already know this, but alicorn characters are generally frowned upon in Roleplays due to how powerful they are, and in terms of sticking to canon, they usually don't fit in at all--remember, alicorns are the equivalent of deities in the mlp world. There really shouldn't be any more than there already are in the show itself.
Anyways, I agree that this OC needs work. What you have so far for the personality is minimal, but good. The backstory is where it really gets sticky, though. It's very vague, but I can tell by this vagueness that you're trying to fit more into this character's past than one character should be allowed. ^^' I recommend you cut this character's ties from other worlds and keep them simply as an mlp character, if you really do want to keep him as canonical as possible. No DM is going to want to read "years of fantasy" before accepting a a character into their game, after all.
A good question to ask would be this: What do you want to do with this character? If you'd like, I can help you develop him more via PM, but as he is now, I really don't know enough about him to point you in any specific direction. I realize this character is probably rather clear to you in your head, but from the outside, I honestly haven't any clue who he is, where he came from, why he's an Alicorn, etc.
This is definitely very different from your initial idea.
I'm not sure if hunting/falconry is really a thing in Equestria. That's really all i can think to say on the subject.