My Majesty is supposedly mail order. She has some areas of discoloration and yellowing but it's not uniform on the head and her body and head are both equally affected.
The problem that I see isn't head/body mismatch so much as brown spots and just general poor shape.
...While the ones with their hair starting far back between the ears are almost certainly all playset versions you can't say the same for the ones with better hair and hairlines being exclusively mail order. Here is my playset Majesty (childhood pony so 100% certain she came with the playset) - lovely hair that starts well in front of the ears though not all the way to the horn and pretty much evenly white.
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I'd be very careful of determining whether a Majesty came from MO versus the playset strictly on the hairline.