We don’t know much about unicorns in ancient Egypt. They don’t feature in any myth or legend. We do find them listed as ordinary animals in Egyptian hieroglyphs. They show up along side other horned animals. This argues strongly that the Egyptians thought of the unicorn as both real and nothing special.
Other horned animals:
Antelopes, goats and gazelles.
All of these can be found in a book of hieroglyphs which can be found online here: https://www.google.com/books/edition/_/JpBJAAAAMAAJ?hl=en&gbpv=0