The Christmas Text Adventures are similar to the regular Text Adventures. Except that they were written by Future Shaundi, and tell the story of an "alternate" timeline set after the events of Saints Row IV in which a "Christmas-hating" warlord called Clawz takes over the Earth, ruins Christmas, defeats the 3rd Street Saints, and forces Earth's inhabitants into slave labor. The focus is primarily on how the survivors come up with a plan to stop him, building up to the events of How the Saints Save Christmas.
In Future Shaundi's timeline, Johnny Gat gets killed for "real". A traitorous elf named Twinkle, who was working for Clawz, shoots an RPG at him from near-point-blank range.
The Protagonist would also be help captive in Clawz's office while the Saints were working in the mines, and would later be taken by Clawz when he goes to take over the rest of the universe.
Future Shaundi's injuries and cybernetic implants were a result of Twinkle and friendly fire during combat against RoboRudolph:
Twinkle ripped off Shaundi's arm just before killing Johnny. Shaundi's cybernetic arm was implanted under Twinkle's behest to make her work in the mines, although Shaundi would later use her cybernetic arm in killing Twinkle.
Shaundi's eye was shoot out by her Crimson Cowboy while fighting RoboRudolph when the pellet ricocheted back at her, and would later get a cybernetic eye implanted made from parts that came from RoboRudolph.
According to Future Shaundi, Clawz was created from Santa by Zinyak. Born in The Simulation, grown in The Simulation, made evil by The Simulation, and given both life and power by The Simulation. Then sent by Zinyak personally to destroy the North Pole.
It is unknown how Zinyak had managed to kidnap Santa. All that's mentioned is that one day... Santa just disappeared.
It is also unknown how Zinyak (in the alternate timeline) was able to bring Clawz out of Santa's mind in The Simulation and give him a physical form in the real world with which he could use to destroy the North Pole and take control of the Earth. All that's mentioned is that he "did".
Thanks to Future Shaundi's help in How the Saints Save Christmas, Santa is released from his Simulation in the present-day Saints timeline, and the future was "rewritten". As a result, upon returning to her own time via time travel, Future Shaundi discovers that The Protagonist was saved and Johnny Gat was alive, and that she's no longer the only Shaundi in existence anymore.
This "other" Future Shaundi is not seen, but she is described as having short hair and "no" cybernetic implants or limbs. Kinzie explains that they started an alternate timeline and that the other Shaundi never had to deal with Clawz and Twinkle, which would explain why she has no cybernetic limbs.