Thank you so much for the DUO and the HSBI @alohaed

Well I am going to sort of cheat, I have had wonderful pets in the past, I remember a monkey when I worked in Gabon.

In keeping with a Unicorn theme I am going for The Saola which Is Southeast Asia's 'Unicorn'. I would not keep it in captivity though as they don't last in captivity, but more adopt in the wild. They are so rare they might be extinct already, but for reference they are about the same size as large Shetland ponies.

This blog has a bit more info.