Doctor Caballeron was exploring a temple looking for the orb of Nephyre, an vengeful demigoddess, in order to obtain it before Daring Do and make large profit off of it.  
Upon coming across it, the orb attached to his neck and possessed him, driving Nephyre’s spirit into his body. Thus, Caballeron Became Nephyrellon, and as result of the possession, became female as well.  
Will Daring Do be able to come along and defeat Nephyrellon, turning her arch enemy to normal, or is Equestria already well and truly doomed?