It might make sense for Celestia and Luna to have a brother, so as to explain why Prince Blueblood is their nephew. This unnamed Alicorn brother married Princess Platinum (daughter of the ruler of the pre-Equestrian unicorn tribe), and gave birth to the half-Alicorn, half-unicorn Blueblood. And possibly explain that Blueblood lacks Alicorn wings (he appears as a unicorn) but is long-lived like his aunts Celestia and Luna. Celestia's brother, perhaps, after Luna was banished to the moon, led an army of renegade ponies and waged a civil war across Equestria. After losing the war, Celestia banished her brother from Equestria, and he was accompanied by many of his supporters in exile. They settled to the west of Equestria, in the lands between the North Luna Sea and the South Luna Sea, founding a new pony nation: Coltlandia. (Remember that in the Star Trek universe, a group of exiles left the planet Vulcan after rejecting the philosophy of logic promoted by the Vulcan Surak, and became the Romulans.)
Contact between Equestria and Coltlandia have been sporadic at best. More recently, Celestia's brother has been sending spies into Equestria, posing as merchants or exiles, preparing for a Coltlandian invasion of Equestrian territory. And perhaps to extract revenge on his son Blueblood for betraying him centuries ago.