It is later revealed that Hazel was taken off probatio because of the unicorns. Something had scared them and they went on a stampede. Dakota was almost trampled to death, but Hazel used her abilities to control the gold and silver their horns were made from and guided them back to the stables. Hazel doesn't like to talk about it because she was more scared for the unicorns, while Frank Zhang described her as a hero. Hazel was made a full member of the legion because of her act of bravery.
When Frank and Hazel began to inform Percy of why the fifth cohort was looked down on, Hazel shows Percy her cavalry sword, but only pegasi are used in battle and the only pegasus belonged to Reyna. She then informs him that the unicorns are only kept for medical reasons, as the shavings from their horns form a strong medicine.
Before the Roman War Games, it is mentioned that the unicorns use the Field of Mars to graze, along with bulls and homeless fauns. Percy wonders what would happen if he hurt someone during the game, but Frank informs him that the medics carry nectar, ambrosia, and unicorn draught, so no one dies usually. However, when Gwendolyn was stabbed with a pilum, the medics tried and get the powdered unicorn horn under her armor to stop the bleeding, but with no success.
The unicorns are later mentioned grazing around the Tiber River before Hazel, Percy, and Frank leave on their quest. Later, Tyson ends up sleeping in the stables next to the unicorns, making Percy wonder if he was dreaming about ponies.
While unicorns aren't good horses to use in battle, their true ability lies in their ability to make powerful medicines. Their horns, which are made of gold and silver, can be shaved to make the medicines in a multitude of forms, including powder and draught. At Camp Jupiter, it is used alongside nectar and ambrosia to heal the injured or sick.