I encountered one on Ragnarok, freaked out tamed it and was happily riding it back to my base when a stupid Raptor decided "I'm about to ruin this man's career" and killed my Unicorn. I have yet to find another one and I have a gravestone for my lost Charlie.
Found a low level of these guys at the red peak, BESIDE AN ALLOSAURUS PACK IN MOBILE! Had no plan of taming it though, so I left it with the pack. For some reason it outran the allosaurus pack. I’m stunned. What if these things could fly too? Then it would one of the ultimate mounts then. P.S. It was just level 2.