head canon: Little Pip was born male, but surgically altered before the age of 4, so s/he doesn't remember it.
This helps explain several details of how the pony reacts to problems, and why there is lust for the female form.
However of course this detracts from the chances there is a timeline with a mrs. calamity. So maybe it would be better if she was a mare that just needed to be screwed until straight again.
You might think Calamity or one of the Talons would … comment on the on-display axe wound. But consider how piss-poor the disguises on the show have been, leading to DWK's comment about "Hood Autism". Ponies seem to just believe what they see.
It's also possible I suppose that Stable #2's autodoc was an amazing sculptor but … No. No it isn't actually possible.
Nevermind, Hood autism, that's the way.