The Bible has unicorns, at least in the King James Version. Modern versions have replaced this with “wild ox”. For examples of this look to the Balaam oracles: Numbers 23:22 and Numbers 24:8. I think Jerome’s Latin translation is to blame for the unicorns.
But wait a minute! “Wild ox” does not convey that this was a both a mythological beast and a real one. The situation is similar to Leviathan, which probably refers to the Nile Crocodile. The Nile Crocodile is a real reptile, but so fearsome it took on a mythological aspect.
There used to be a really bad ass kind of cow known as an aurochs. They existed all over Europe and the Middle East, but they became extinct.
They were big, even though the ancients exaggerated their size. Julius Caesar described them in his account of the Gallic Wars as: “a little below the elephant in size, and of the appearance, color, and shape of a bull.”
In Hellenistic epic the seventh labor of Hercules was to capture such a bull. He sails to Crete where he finds that the bull is creating chaos, uprooting crops and destroying orchard walls.
We are trying to bring them back! See here.
The Assyrians told stories of kings hunting aurochs . Tiglath-Pileser I bragged about killing them in the mountains of Lebanon. The Assyrian word for the aurochs was rimu. The word translated unicorn or wild ox in the Bible is re’em.
The sacred bull goes back to prehistoric cave and rock art and is known in several civilizations from the Egyptians to the Cretans to the Celts. It became associated with the constellation Taurus. Among Ammorites and Phoenicians it became associated with the god, Baal.
Of course, in the Bible there is the Golden Calf story. When the northern kingdom became separate, Jeroboam made bovine statues out of gold. Hosea knew of calf worship at Bethel (Hosea10:5 and 13:2).
But I find it instructive to compare these references to God of gods bringing the people out of Egypt:
God, who brings them out of Egypt, is like the horns of a wild ox for them. (Numbers 23:22 NRSV)
God who brings him out of Egypt, is like the horns of a wild ox for him; he shall devour the nations that are his foes and break their bones. He shall strike with his arrows. (Numbers 24:8 NRSV).
So the king took counsel, and made two calves of gold. He said to the people, “You have gone up to Jerusalem long enough. Here are your gods, O Israel, who brought you up out of the land of Egypt.” (1 Kings 12:28 NRSV).
Like Leviathan, the re’em was a semi-mythological creature. In the two Balaam oracles it is a metaphor for the power of El (God). But, somehow, at Bethel, it crossed a line and became the divine power that had brought the people out of Egypt. Or, perhaps, the Balaam oracles have been modified in Numbers to remove the mythological inference. There were certainly polytheistic Balaam traditions (see here).
It looks to me like the idea that the power behind the Exodus was aurochs-like originated with the Balaam traditions.