Nuckelavee
The nuckelavee or nuckalavee is a horse-like demon from Orcadian folklore that combines equine and human elements. British folklorist Katharine Briggs called it "the nastiest" of all the demons of Scotland's Northern Isles. Wikipedia
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The Nuckelavee was a large, horse-like Creature of Grimm that first appeared in "Kuroyuri". It served as the main antagonist of Volume 4.