@Background Pony #61A5
Canon there are just 3 natural alicorns (Tia, Lulu, Flurry), all other (Cadance, Twilight, Cozy, Pinkie, Big Mac) are magical changed or From Dreams.
Chrysalis is official an Type of Alicorn as well (she was called Pegacorn by Pinkie), so I gues Thorax too.
Sunny Starscout is not an Alicorn, instead she can use the Magic from the Unity Crystals, who give her a Horn and Wings as Constructs, similar to Raritys Butterfly Wings,but they are not Part of her body like the other Alicorns have it.
Opaline looks like an Alicorn, but we not know if she has get an Raise or if its Magical like Cozy Glow.

I not have see Episodes 9-15 so far, but I not think they made the Story better.
G4 had an nice Storyline with World Progress, connected Ministorys and Character Developement, ideal for Teens, while G5 looks more like they just made it like every Sunday Morning Cartoon with one Story every Eppisode, fitting for Kids around 10-12,made by People who are maybe nice Writers, but not know that Cutiemarks are a Display of the Ponys Talent, not an bucking Megaphone Magic, to anoy the Neighbors with loud Music.
Also I have the Feeling the G5 Ponys are not very intelligent (like a 5-8y maybe), or Misty would nothide the Lantern on the Ground of the Garden and they have a bad Memory, if they forgot Twilights Warning over 10 Episodes or so.
Twilight: Beware theres a Pony who will harm others. - Sunny: Oh, lets, made a Garden and sing all the Time.

No wings means no opaline

Opaline in in the last Picture not in her usual Color.
It look like she has pink and blue Hair, maybe the Reason why some think she is maybe a corrupted Flurry Heart but her Hair is white/blue.
The Pink is from the Light where she’s standing.
In the BG you can see the Light on the Ground as well, I guess it is from Stained Glass Windows.
Her colors look much like Sphinx or Tempest Shadow and the Cuffs she wear look much Like the Faces of the Storm Guards.

But something is clear to me, Misty is an Unicorn and I’m sure she will join the Main 5 to create the Main 6 as 2. Unicorn.

Later another Pony will join the Group, because it was always 7 Ponys in a Group:
Core 7 in G3.5
Pillars of Equestria (6 Pillars + Stygian)
Mane 7 in G4 (Mane 6 + Starlight)
Rainbooms in Equestria Girls (Mane 6 + Sunset)

We’ll see. Why are they needed then?
They explain why the ponies split up and Opaline is responsible for it. There is some truth in them.

Maybe they all fused into one being and that’s what Opaline is now

Two differences I immediately notice (other than alicorn):
1.) Her horn is a completely different color.
2.) Her coat’s shade of pink is very far off from the unicorn in the window (it’s more of a magenta color, going by the shading on Misty).

@Background Pony #CE8D
“B-but the comics are not canon!”

I do not think so. She divided all three races of ponies, which is why these crystals were created. And she doesn’t look like pony in the stained glass window. So she couldn’t be a keeper. Read the comic.