West Wind Zephyrus, a divine spirit from Greek mythology, is commanded by the goddess Venus to capture the unicorn Unico and exile him to the Hill of Oblivion, ensuring his memories are erased and he wanders alone for eternity. Instead of obeying, Zephyrus takes pity and spares Unico from this fate. To protect the unicorn from Venus and other pursuing gods, Zephyrus transports him through different times and places, wiping his memories after each departure both to prevent heartbreak over lost friends and to avoid detection.

This defiance makes Zephyrus a target, forcing her into constant movement to evade capture. She is compassionate and protective, often arriving to spirit Unico away just as he begins to bring happiness to new friends and attract divine attention. In one narrative, a whisper promising to break the cycle leads her to transport Unico to the modern day.

In the short film "Saving Our Fragile Earth," Zephyrus takes Unico to a future, ecologically devastated Earth where life is no longer sustainable. There, Unico meets a tree-like human named Tsubasa, and together they learn from a water spirit that humanity's destructive choices caused this apocalypse. This continues Zephyrus's role as a guide who places Unico in situations where he can help others, even on a global scale.

Across various official media, Zephyrus remains a pivotal, though often behind-the-scenes, force in Unico's journey, acting out of compassion to mitigate the cruelty of the gods.