One of the main themes is friendship. Just like in the original My Little Pony series, ponies in Shelter MLP fanfic often rely on their friends and form strong bonds. Another theme is discovery. Since it's set in a Shelter, there are often elements of ponies discovering new things about the Shelter itself or about each other. Also, the theme of community is prominent. Ponies work together to build and maintain their Shelter community.
One of the main themes is often power. The introduction of guns brings a new level of power to the ponies, and the fanfic may explore how they handle this power. For example, some ponies might be tempted to abuse it while others use it for good.
There are quite a few Shelter MLP fanfics out there. For example, 'Shelter MLP: The Great Rescue'. In this fanfic, some ponies from the Shelter get trapped in a dangerous place and their friends have to come up with a plan to rescue them. It has exciting action scenes. Another interesting one is 'Shelter MLP: The Mysterious Visitor'. A strange pony arrives at the Shelter and brings some unexpected changes to the community. The story unfolds as the ponies try to figure out the visitor's intentions.
Friendship is a common theme. Aloe and Lotus are often depicted as having a strong friendship, and the fanfics explore how they support each other through different situations.
One common theme is redemption. Since Luna has had a troubled past with her banishment and all, many fanfics focus on her trying to redeem herself in the eyes of the other ponies. For example, she might be trying to make up for the bad dreams she caused in the past.
Survival is a major theme. Just like in The Walking Dead, the characters in the fanfic have to find ways to stay alive in a world full of danger.
Well, in mlp twilight changeling fanfic, the theme of redemption can be seen. If a changeling has done wrong in the past, they might seek redemption through their interaction with Twilight. And the theme of discovery is also there. Twilight discovers new aspects of the changeling world, and the changelings might discover new things about Twilight and the pony world.
Friendship is a big one. In many 'apple pie mlp fanfic', Apple Pie interacts with other ponies, and through these interactions, strong bonds of friendship are formed or strengthened.
Power and corruption is another common theme. King Sombra was power - hungry in the original story, and fanfics expand on this. They might show how his thirst for power not only affects himself but also those around him. It can also explore how power can corrupt even the best of intentions.
Adventure is also quite common. Fanfics usually take Spike and the CMC on exciting adventures around Equestria. They could be exploring an ancient ruin, or trying to solve a mystery that has been plaguing Ponyville. These adventures not only test their friendship but also allow them to grow and develop as characters.
One main theme is family. Twilight adopting Scootaloo creates a new family unit, and the story often explores how they adjust to being part of each other's lives.