So, ever hear the theory that the unicorn legend was started by a poor description of a rhino?
There used to be a species of rhinoceros in central Asia with a seven foot long horn. We thought they went extinct a long time ago.
They co-existed with humans.
Six feet tall. Seven foot long horn. If that isn't a unicorn, what is?
Sadly, we likely hunted them to extinction. And they probably didn't go into traps baited with virgins, either.