OH jeez I am SO sorry. I meant to do this on the 25th, but i got distracted with World of Warcraft because I'm trash. Anyways, though.
Her appearance.
Typically speaking, black and red character designs are very hard to execute without coming off as too "edgey". It's just a very common cliche that honestly only works in specific instances. For your character, I think it can be forgiven because the eyes are a nice purple and your "black" isn't a pitch black. Basically, the saturation levels you chose were very nice overall, although onyx (the gem references in your backstory) is very, very, very dark. Your description also describes her hair as being black and pink, but the hue is too dark to look like a pink. Personally, I feel like her color scheme comes a little bit out of left field based on her talent. Perhaps some work on her hair would portray your message a little bit better, and changing her eye color to match the color in her cutiemark would help make the design flow better (I would imagine that the tornadoes are probably a soft grey or white, possibly with a blue-ish tint). For your backstory, I think the dark base coat can be acceptable and the nickname is very nice and fits in pretty well, all things considered. I would, however, suggest using a secondary color in the mane so that it isn't just black and red, and I think it would be more logical to just keep the onyx on a typical necklace instead of a choker. That last part, of course, is mostly just a personal opinion.
Her cutiemark.
I don't have a visual reference for her cutiemark, but overall her story for how she obtained it is very nice and tells a lot about her personality. In fact, your writing is very nice. I don't see very many well written stories in this fandom, so it's really fantastic when there's a character this thoroughly thought out.
Her personality and bio.
As I mentioned before, her cutiemark story and bio both compliment her personality very well. A reason is given for her general aggression, and I actually very much enjoy conflict in a character's backstory so long as it is both consistent and logical. This conflict you have between your character and her sister, for instance, perfectly suits my criteria. I can very easily comprehend the level of resentment a young filly might have towards her sister in this instance, given the sense of abandonment she may feel from her parents. Death in a backstory can also be approached in a respectable manner, which you have accomplished for the most part here. Overall, you did very well and I would love to see some further development on her.
Alright, so logically speaking your character really doesn't fit the setting whatsoever. I'm going to have to approach this with a really detached mentality, as though this is from a very extreme au.
His appearance.
Physically, he seems to have a pretty solid design. I don't understand what the point is in him having colored wing tips, but as somebody who has used that as a design choice before, I can't criticize it too horribly. Aside from that, though, I do have to say I don't like the two different color tones you used for his hooves, and I can't seem to find a reason for his red eye (in terms of color). Personally, I would change both of his eyes to be red or some other color, but heterochromia is very uncommon and purple isn't consistent with the rest of his design. Overall though, I have to be nitpicky to see any real major flaws in his color scheme. The only real major problem I can see is that he's an alicorn who can't use his wings or horn. There is absolutely no reason for him to have a horn, and we already know from mlp canon that alicorns have only ever been born of an alicorn. Otherwise, they're created. As I said, I'm trying to approach this as an au, but even in that mentality I need to keep hold of some aspects of the canon universe in order to critique your character properly. Ultimately speaking, your character's horn holds no purpose in his work, in his talents, in any aspect of his life, and I would really suggest just getting rid of that one specific trait. As for his wings, I can accept there being a genetic disability in his family line that would make them impotent. I would also suggest that you adjust the pupil color in his eye if you really intend to make him partially blind. Again, this is a sort of unnecessary detail, but when it comes to characters who are blind in this type of setting, you need to push the concept in order to portray it to your audience.
His cutiemark.
The connection between his cutiemark and his name is very blunt. In fact, it's too blunt for my taste and the symbolism is very much lost in the concept. His talent really doesn't make sense because moons and daggers do not have anything to do with locating character flaws in other people. This is a talent that has to do with deductive reasoning, so symbols that fit this are actually things more like brains and magnifying glasses. That being said, for his more...specific...talent, things involving the bdsm community may be more suitable. Whips, chains and ropes all fit this general theme. However, a dagger and moon give more of an "assassin" or "murderer" vibe that is completely misplaced.
His personality and bio.
This is where I tried to approach your character like an au the most.
His bio is very vague and could use a lot more development. It is fully possible to explain your concept while remaining pg, but cutting it off abruptly as you have done in places does disturb the storyline a lot. I have seen prostitute/stripper/pornstar ponies in the past that have been very well executed, but there are some things you need to explain a lot more. His scars, for instance, aren't explained at all in the storyline and neither is his blinded eye. If you're hinting at abuse, i really would suggest you just step back from that concept and leave it. There's far too much going on and you aren't giving the subject the amount of attention and respect that such a topic demands. That being said, the subject of homophobia in this type of setting is very difficult to pull off if you're approaching it in the way that you are. Having your character hide something like that is a very big deal and demands a lot of attention and careful decision making. You did a relatively alright job if this is to be put in a more adult setting, but for the normal canon universe it wouldn't work out at all. I would really suggest specifying that this theme is to be disconnected from the canon universe in your bio so that people aren't confused or put off from your character too terribly.
Basically, please just be careful with the more adult themes you are exploring. While they are definitely realistic and can be executed well, they require more work than what you are putting into the concept right now.