Modern Warmare's Dovahshy comes with an axe. But she doesn't need it. She has The Stare.
Dovahshy’s gear is based on the in-game armor, and heavily improvised by me to fit the equine form. She has a holstered axe, which you can see here [link] or in the linked tumblr entry. It's a completely original design based on her butterfly cutie mark. Carved into the wooden handle are the Dovah runes for “R M T”, standing for “Raan Mir Tah”, the Animal Allegiance shout- a most fitting dragon shout for Dragonborn Fluttershy!