Nor is it a north Chilean guanaco. (Closely related to the llama.) (And thus we add Monty Python to the growing list of allusions here.)
The sleigh is drawn by a wingless version of Helios, also from Sailor Moon. In SM canon, Helios shows up in all children’s dreams; this means that in Shine canon he must have ended up in Integra’s dreams at some point.
Alucard (thinking): I thought I was in control when I made the coat and the hat. But I had nothing to do with the sleigh. It came from the story we’re in.
How much control will I have over where this sleigh goes? I’ll find out, I suppose.
…At least it’s not drawn by a llama.