The nurse job was inherited. Gusty was the second nurse (she spent a lot of time with the baby ponies), a job that was then taken over by Lollipop (US:Sweet Tooth) and finally Caramel Crunch although she never had the official title of nurse.
I don't remember Shady ever saying or thinking she was bad luck in the comics, but I do have a couple of missing ones still. I think her character is closer to her US backcard story. She didn't have a story here except in the factfile. Baby Shady also had magic glasses and a boat named after her, captained by mice I think.
Lightning could also wink in and out.
Cupcake didn't exist in the pony comics, so she can't have had the same personality xD. She wasn't sold in the UK and she, Paradise and Truly never appeared in the comic, although others that weren't sold here did. I used to think Cupcake and Truly were made up for the animation. I think maybe you're thinking of Gingerbread and Sweetie with all the cooking? They did a lot of cooking, generally together.
Fizzy was ditzy but it was more clumsy and awkward than in the cartoon. She was also a special pony, though. She had firework magic and always appeared around November, when we have Bonfire Night in the UK. That became "Fizziwhizz Night" in ponyland.
Sunbeam threw a lot of parties. She annoyed me because of that.
Firefly was way more stubborn and a lot less helpful. I remember she'd do silly things and need to be rescued, usually by Medley with Majesty's help. She was a daredevil though.
Mas*uerade (I have a broken letter key >.>) was the mistress of disguise. She loved dressing up in costume. She played a dragon, pony christmas, and other roles during her time in the comic.
Tootsie was a bit clumsy as well I think, also well meaning, whenever she said "Pollipop Latch" lollipops sprung up from the ground.
Lemon Drop liked holding show events and gymkhanas and things like that, and Peachy was a proper hairdresser, as was Kiss Curl. Those are obvious characters but ponies that didn't get a real US character?
Megan didn't really exist in the UK comics. She was in one or two episodes or stories but really was a nonevent. I only remember one proper story with her and the smooze and I don't remember her doing much else other than appearing occasionally in the background artwork of story scenes.
Wing Song was a dreamer and wrote music. She also found Paradise Estate, I think. Cloud Puff was possibly an even bigger dreamer.
I am trying to think of ponies that appeared in both the comics and the TV show, but it's hard as most of the characters I remember aren't in the animation. I know Powder and Sparkler were close friends (they have a whole adventure story together on the cassettes). Sparkler was something of a magpie for sparkling things, she collected them and Powder could turn things to ice.
The Party Ponies (UK name for TAF, set one) and all of the wingers are in the comics. We didn't have the TAF second set in the UK so no comics for them. What I remember for the Party Ponies is as follows:
Dancing Butterflies was a shy dancer who literally danced (beautifully) with the butterflies
I am sure Strawberry Fair (US: Sugarberry) had some kind of magic where she shook her mane and strawberries appeared.
I cannot remember for Milky Way. Lollipop (US: Sweet Tooth) was as I said the baby pony nurse. Love Melody was a singer, Up Up and Away definitely had balloon magic of some kind.
Off the top of my head the only thing I can remember for wingers is when Flurry was Pony Christmas...but I know they have stories about them. I just haven't read them for a long time.
Basically most every pony sold in the UK up until 93 plus a few of the early US ones appeared in the comic in some way between 85 and 94.
This is becoming a really long post, but I almost forgot the most important ones of all, the Princess Ponies. They had proper characters in the UK, they weren't just spoiled brats. Again, I have a broken key, so I hope this makes sense
Pearl (US: Tiffany): She was the sensitive and gentle one, she cried wishing pearls.
A*uamarine (US: Serena): She was absent minded and a daydreamer
Amethyst (US: Sparkle): She was something of a well meaning busybody, always wanting to help, and always making it worse.
Sapphire (US: Royal Blue): She was the oldest and most responsible and clever of the Princesses (which is why her baby dragon was the youngest and most unsure of the dragons) and she was a good problem solver.
Ruby (US: Primrose): Was impatient and restless. She often used to say "Restless Rubies" when something annoyed her.
Amber (US: Starburst): For some reason I really don't remember Amber's personality. She did have one. I have a feeling she was a practical kind and she'd say that things were no problem, and that would be the trigger for them becoming a problem, but I don't totally recall...