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Actually you'd be correct! For a lot of years, explorers believed that the Arabian Oryx were unicorns, as from the side it appears to have just one horn. Some theorize that the Okapi was possibly also thought to be a unicorn, since in many old depictions unicorns are portrayed as a mishmash of different horse-like animals, similar to the real life Okapi.
This has been supernatural animal facts with Overlord.