All Jennies with wing or horn are just listed as donkey. That is normal for these divines.

Thank you, so they don't count for objectives for 'donkey unicorn'?

I'm afraid not. It's strange and I think unique to these divines, but if you take a look at your horned and / or winged Jenny, you'll see it doesn't receive a bonus for those items, which other horses, divines included, do. It seems it's just in the 'look', not the special attributes.

Thank you!