None of them were born in Canterlot but have adapted to a luxurious lifestyle.
 
Little Lady was born in Ponyville and is the second oldest child of Applejack and Jet Set.  
Her dad used to bring her to Canterlot on business trips and she had dreams to run away from her family Farm after she saw the amazing decadence of the big city.  
She ended up moving to Canterlot to train as a model with Dandy Grandeur. She now has her own line of clothing and has even starred in films!
 
Jade Luck was born in Manehatten but was living in poverty. She was basically adopted off the streets by fashion designer Rarity.  
She was then raised primarily in Ponyville but ended up moving to Canterlot to pursue a career as a salary woman. She works for a company called Gemlite a manufacturer of make-up and various other cosmetics. She’s a tenacious little whelp and has moved through the ranks quickly. She’s currently a manager but she’s gunning for CEO. She won’t have too much trouble getting to that position as her bosses adore her.
 
Crystal Clear lived most of his life on his family Rock Farm in Slateburg. His father Flash Sentry was captain of the Crystal guard but retired to support his wife Limestone and his children. Crystal was on track to be a royal guard but was kicked out for a myriad of reasons.  
Since he was training in Canterlot, Crystal refused to go home to his family farm after he failed. Instead, he took up a job as an Escort. He and Lady are similar as he too has been out of contact with his family for years. They know he was kicked out but he could never face them after the fact. His new job also brings him a lot of guilt.
 
 
Together, these three are quite the group. They all live together in a penthouse suite very close to the castle.