We recently got official confirmation from Kora Kosicka, a character designer, that Applejack’s parents are in fact dead.
When asked if she could explain what happened she responded:
“I’m sure one day you’ll find out the story of Applejack’s parents, but it’s a spoiler.”~ Kora Kosicka
Now I see people saying “we’ll finally get an episode about this.” Sorry to burst your bubble, but that will never happen. The FCC will not allow it, as MLP is rated TV-Y.
However, I do think we will find out as the comics are likely to get away with it. Maybe we’ll get a two-parter?