"The blue roses of the north. Some ponies call these flowers, evil. You know, why? They grow only, from the remains of the dead. They feed on them... but from that death, the most beautiful and rare flowers of the world are born. Beautiful... like you, my queen." (King Sombra)
King Sombra had a secret. A garden, hidden outside the city. They said, this is an icy cavern, where his victims disappear. Sombra raised the blue roses here, in secret, from the remains of his victims. When he takes Chrysalis there, as a proof of his love, he show her the flowers and say, she is so similar to them in nature. From this point, he call Chrysalis often "my blue rose of the north".