Oh, I forgot about that one! Yes, there was a Target exclusive, the big sing and dance pinkie pie with two bonus ponies, sew and so and thistle whistle (I think they had some dress up accessories too?)
That thistle whistle was darker blue, as you said, and was not scented. Funny, I had no trouble finding that set, just the single.
Are both versions of thistle whistle 'sought after' or is it just the Target exclusive?