The tragedy of the Aura

Many saw Malgan as a Wanderer in the Sphere. No one knows what kind of creature it is. However, it does not attack demons or humans. And sometimes, at night, Mulgan makes a camp. At this point, you can sit down with the creature and he will be happy to tell you about the creatures that he has seen in other Realms.
 
One of Mulgan's favorite stories is the legend of Aura. It was a huge mare with beautiful snow-white wings. She dreamed of flying out of her Sphere and going to others. And she succeeded, but the Aura fell into the Abyss, the abode of the Nameless. The horse realized that this space is full of bloodthirsty and dangerous immortal creatures that can easily devour itself, so it rushed back. But the Nameless Ones didn't let her go so easily.
 
Instead, they put her in a space that has no gravity, and time flows backwards there. Aura wanted to get out of there, but she didn't have enough strength. The horse furiously flapped its wings, kicked, snorted, neighed, but it did not succeed. For millennia she had been trying to get out of this space, and the Nameless Ones simply mocked her.
 
And then, when the feathers fell from Aura's wings and turned into creepy appendages, they let the mare go back to her world. But no one saw her anymore, because Aura was afraid to go out to other horses, people and other inhabitants of that Sphere. Mulgan says that her terrible transformations allow her to move between worlds. But the horse will never do that, because he doesn't want anyone alive to see him. And then how does Mulgan know about her?