Loyal Unicorn

Vigilance
Lieutenant — At the beginning of combat on your turn, if you control your commander, prevent all combat damage that would be dealt to creatures you control this turn. Other creatures you control gain vigilance until end of turn.

Opaline Unicorn

Shepherd of the Clouds

Flying, vigilance
When Shepherd of the Clouds enters, return target permanent card with mana value 3 or less from your graveyard to your hand. Return that card to the battlefield instead if you control a Mount.

Crested Sunmare

Other Horses you control have indestructible.
At the beginning of each end step, if you gained life this turn, create a 5/5 white Horse creature token.

Thurid, Mare of Destiny

Flying, lifelink
Whenever you cast a Pegasus, Unicorn, or Horse creature spell, copy it. (The copy becomes a token.)
Other Pegasi, Unicorns, and Horses you control get +1/+1.