Mix-and-Match Critters/Headscratchers

According to Wikipedia, flying unicorns are a modern creation and do not come from any "legitimate" legends or mythology. If this is true, how old is the idea of a winged unicorn? I can't find anything about them online.
 * It's at least as old as My Little Pony. Unicorns are cute, and the original pegasi with little feathered wings molded on were cute--why not combine them?
 * My Little Pony didn't have any winged unicorns except for a few animation errors.
 * The toys did. Unicorn head + Pegasus body = Winged Unicorn. They didn't even need to make any new molds to do it.
 * There were plenty of "Unipeg" Fakies (My Little Pony cash-ins by other companies), but officially there were no winged unicorns in the My Little Pony universe. That hasn't stopped the fandom of course.
 * That is until My Little Pony Friendship Is Magic. Go figure, but the two Unipeg's are essentially physical Gods.
 * I figured that they're just a little too likely to get paired (possibly literally, cue Squick) with the worst kinds of Mary Sue. Combine a beautiful steed that only likes nice girls with Hercules' signature ride? That's just asking for trouble. (case in point: Worst theorised Canon Sue would be Shadow the Hedgehog dual wielding black katanas with gold kanji on the blades, riding a black winged unicorn. Let's hope Sega isn't reading this, Sonic and King Arthur is looking dubious enough as it is)
 * Pegasus was Bellerophon's steed, not Hercules'.
 * Damn you, Disney!
 * Is it wrong that I can only imagine that in the case that Shadow is, instead of riding normally, riding the unicorn like a surfboard?
 * Its right in the sense that it's probably accurate, wrong in the every other sense
 * Unless of course she's Sheee-Raaaa!
 * The real reason is probably that Pegasus is from a specific story of Greek Mythology and confirmed to be a one-off, unique creature, while unicorns are from medieval mythology much later and in different countries, and usually considered a species. People never really made the connection until recently.
 * I always thought that it was because they were both lumped under "magical horses." Why not put them together?
 * My only question is why they never throw centaurs into the mix. Or the Cyclops, for that matter.
 * So replace the above with a black colored flying unitaur with one eye?
 * What does having one bull have to do with it?
 * Fun fact: Erfworld actually does have "unipegtaur"s. They're pretty much what you think they are.
 * Does a mule count a mix-and-match? It's the by-product of two distinct species (horse and donkey), and it can't breed, even with other mules, so wouldn't each one be a rare, distinct specimen?
 * Fun fact: Some mules are fertile. It's just so stunningly rare that you don't see a female and a male who are fertile, concurrently, in the same place.