"The unicorn here is once again a symbol of transformation, for this unicorn seeks a better world (familiar politician's expression, hu?)... through the purifying, purgative powers of destruction. Its purpose, like that of the Hindu god Siva, or Shiva, is to tear down and to renew." [Nancy Hathaway, The Unicorn, p. 161, an occult author]
"In both European and Oriental traditions, the Unicorn is identified with a Messiah who comes when the world is in danger and who heralds the coming of a new and better age." [The Living Unicorn, Carver, Minnesota, The Living Unicorn, Inc., 1980, p. 3, as quoted by Burns, p. 145]
"Thus we see that the unicorn is, in reality, the symbol of a future conqueror who will bring peace to the earth. Who is this but the Antichrist ... for whom the world waits, unaware of his true nature? [Dr. Cathy Burns, Masonic and Occult Symbols Illustrated, p. 144].
See also the video, showing the link to Alexander the Great.