Horses with Wings?

Hey guys, fairly new player here, and I've got a question...to unlock the peryton breed, one of the missions is to tame two horses with wings. It's literally the very last mission I have to do to unlock the perys, but I can't figure out where to FIND horses with wings that I can actually tame. I've been circling the map looking every day for the past few days, and can't find a single one! Does anyone have any advice on how to find them? ;-;