Ross, for the unicorns I was thinking something alone the lines of
equoid, because the premise is going to be that all fae creatures are the result of Shub-Niggurath, with the entire setting in a massive battle between chaos and law, where nature is chaos and law is THE CITY, and the city is ruled by the King in Yellow. Carcosa is going to be this gothic-punk heavy metal dystopia of heavy industry and smog and pipes and oil and crazy bureaucracy, and horror, while nature is going to be fecund and sensual and mutates and alien and totally gross.
Not that I wasn't tempted to have them be like sparkles!