Dally died with the warmth of his own blood, a warmth in him.
Johnny was the only one he ever loved but when he felt that warmth from his heart, all he could think about was Johnny and Pony
its why he called out his name, he had just lost johnny, and now he'd lost pony too.
except now it was his fault.
the call of Pony's name was him realizing he'd had loved Pony almost (or maybe just) as much as he loved johnny.