To clear up confusions:
These are just base forms for a series of monsters that were supposed to be released with Unreal1 but were cut for various reasons. Typically referred to as Unreal Alpha characters these days.
The "Nali Horse" is the one in the pic on the far left... with the wings.
Leo T_C_K has been restoring these for use in Unreal & UT for a few years now, so when I saw him posting about the horse I assumed it had been completed.
Of the others in that pic there, I've got the minotaur & the gargoyle from Leo's previous releases.