All of them are sanses who lost alot from their timelines
Axe is a sans from Axetale he married frisk when she was in the underground and had a daughter named Aliza, frisk left the underground to get help but was raped and sent to insane hospital where she died and Aliza ran away to find Axe. After sometime Z-5 went through the underground, executing everyone but axe survived
Insane went insane due to the human and killed papyrus  (brother)
Horror has a crack on his left skull from undyne