A horse? Do be serious. In Heraldry, the Unicorn has tufts of hair and a lion's tail. It has split hooves of antelope, not smooth horse hooves. If you say a horse has a horn, please visit a ranch / story-book/ meat-works (avoid race-tracks).
In 1424, James 1 was gifted the Yale beast by Jane Beaufort on marriage. This had swivelling horns, where the rear replaced the forward when damaged in battle. It is carved upon Windsor Castle with goat horns and lion hindquarters. It derives from Ia-ilu (yalu) sacred goat of Assyria-Babylon, and Hindi Yali horned-lion which has swivelling horns.
Probably , Scots were willing to have 2 on the Royal Arms because it had been tradition before that as Greeks wrote about it as their enemy. They flung her mother into mount Etna volcano which the European Court of Human Rights should investigate.