If you are dissatisfied with your purchase, the first thing I would do is communicate this to the seller. Read through the auction and your communication with the seller carefully to make sure that you were correct in your belief about the condition of your ponies.
Then email the seller and explain that although she had told you there were no marks on any of the ponies, more than one of them did actually have marks. Handle the ponies as little as possible and take detailed photos. Look over the auction photo to see if there are any visible marks on the ponies you may have missed while you were bidding and be sure to mention that the mark on Bright Eyes is on the side that was not pictured.
Tell the seller that you would like to keep the lot of ponies but you feel that a partial refund is appropriate due to the miscommunication about their condition. Even though you feel like you were "willfully misled" I would give the seller the benefit of the doubt in your first emails with them because it really could have been an honest mistake. Also, check the auction to see if the seller put any sort of disclaimer or limit of liability in there, like items purchased as is, all items described to the best of my ability, etc.
I would see how the seller responds to that before taking it up with eBay. Hopefully she will be understanding and willing to work it out with you. If she is not you'll need to decide if you're willing to accept the ponies in their condition for the price you paid or if you want to report it to eBay or Paypal.

good luck!