yup, the horn can be used as decoration or carved into figurines and such, itself. and has a nice value multiplier on it. part of why i decided to start breeding them as often as i could (plus, with their value multipliers the milk and cheese i modded mine to supply make many a dwarf giddy, even before they're cooked into meals). i'm sure there's a way you could take the alicorn and turn it into powder. maybe? although, i've only seen plants powdered...hmm... but, that reminds me too much of lurr and his human horn hunt
as for your pegasoi, artist formerly known as elf-fondling human, it looks like you did give her permission, as stated in her 'thanks' in the mod: -elf-fondling human, who graciously allowed me to include the pegasoi in this mod and provided the graphics and raws for them. (also, she's changed them a little bit. added the grazer tag, since you made 'em before grazers existed)
and, speaking of grazers...if you want to catch and tame some of those elephants, you're gonna want to change their grazing to a more manageable number (or get rid of it entirely, if you like) or else they'll starve to death. giraffes will need the same, to a lesser degree. but, if you *do* do that, and catch/train 'em, lemme tell ya, both of them make great warbeasts. rhinos, too. plus, just one could feed your fort for a year
as for why the unicorns aren't breeding yet, do you really have a breeding pair, instead of two males or two females accidentally? either way, sounds like one may be somehow sterile and you'd need to get another of either gender to see if that helps
and, lastly, if you want magma, an easy way is to use df hack and put it where you want. mind you, you'll still need to dig down to at least *see* the natural magma before your dwarves would realize that the room full of magma you gave them really can power the workshops you built the next level up. yeah, cheaty, but if you're uncomfortable with pump stacks, it works, until you decide 'dammit, i'm gonna learn pump stacks no matter how many dwarves it kills' (took me a while to reach that point)