Correct me if I'm wrong, but would a three-horned Hebridean sheep fit the description? Here's a picture I found of one:
What's with an usual sheep? It has 2 horns and if one breaks, it still has 2.
a bit off topic but i thought you might be interested. at a animal reserve in Italy a lusty Zebra climbed a fence to have some romance with a donkey and this little fella was the result. a Zonkey