Yes, it's terribly rude to disappear on someone you have a set date to meet and really bad form to request nudes before doing so as well.
I think you can use this as a learning experience and reminder not to go against what you're comfortable with. Sending nudes too soon adds a level of stress and vulnerability for you that is unnecessary. Use this experience to help you remember to go at your own pace and not give in to pressure to do anything you're not comfortable with.
On the unicorn subject: honestly, yes we do exist, but can't exactly be 'hunted'. I think if done right it's more of hoping to spot a super rare species rather than the outright hunt for a nonexistent mythical creature. You can't bait it, or force it, or try to force a horse to grow a horn, but if you're patient, practical, flexible, and lucky, you might eventually find someone who does happen to fit your "ideal" (while still imperfect, of course). Or you may find that you stumble across something even better that you hadn't considered.
I agree with a lot of what has been said and won't rehash it all but I felt the need to throw my perspective in as well since I have a little personal experience with more than one aspect of your situation so I thought maybe my experience/perspective might be worth sharing.
It is the running joke in our household that I am the unicorn. (Obviously, we use it as an affectionate term rather than a derogatory one and just have fun with it.) However, I think the biggest difference from the unicorn 'definition' is that I wasn't actively/consciously looking for a couple to "join". I was just open to the idea once it was presented to me.
I had previously dated a couple who were definitely unicorn hunting even though the initially presented it as the female looking for a girlfriend for herself. I met a very nice gal who had a fiance and wanted a girlfriend. We dated briefly but the expectation became quickly apparent that what they ultimately wanted was for me to "join the family", strike up a relationship with the fiance, move in with them and her 3 kids, etc. On some level I was intrigued. It was nice to feel a bit "prized". But it was definitely a lot of pressure knowing that, even though she and I were able to get to know each other and all first, I was still ultimately expected to be with them both. Also, I felt a bit like a possession or trophy and less like a potential equal in the relationship. I felt less appreciated as a person and more as something to fit a role they had already created and were casting for.
In the end, I opted not to move in because it would have had to happen way too soon and I ended up moving away and not pursuing the relationship any further.
Jump forward a few years and a few mono relationships later... I was looking for someone to date seriously (using an online dating approach) and while I was open to males or females, I was not really considering attached people because I didn't want to end up being the plaything used to spice up anyone's relationship, nor did I want to get involved in any big drama.
*But*, relatively early in my search I was approached by two different couples who seemed really interesting. It kinda hit me out of left field (I had no idea OkCupid was such a hotspot for poly folk at the time... lol) but their approach was such that I was intrigued and interested in each of the individuals and felt comfortable that it was a friendly and sincere approach, not a hunt for someone to get it on with.
I really hit it off with and got excited about one of the couples in particular. Over the course of the next month we exchanged a ton of messages getting to know each other (individually between myself and each of them and also as a group). We talked about getting together for a date but didn't have anything set in stone as I was very busy at the time and they lived 2 hours away.
The other couple living farther away but I was in their area for another reason at one point so we had a lunch date, which went well but didn't lead to anything.
But even though I was really really interested in the other couple, we ended up losing touch for a few *months*. Things just got crazy in my life and dating entirely fell by the wayside. I felt terrible about abruptly falling off the face of the earth but was too embarrassed to say anything after that much time and figured they had moved on anyway. Fortunately they reached out to me again to see how I was right at the same time as I was ready to start dating again. And lucky for me they were very understanding about my lapse. We talked a ton more for a few weeks, finally went out, and BAM, things were off and running. But even though things rolled swiftly along once we got together, nothing was pressured or expected or demanded and I was never made to feel like an addition, an object, a "third", or a novelty. The key was that even though we met through a dating site and all that, things still really developed naturally and organically. And even though they had been together for a few years before I met them, it is still a 1+1+1 dynamic, not a 2+1 and I have never been put in a secondary role. As such, I don't feel the want or need to pursue other relationships outside of the triad. But I wasn't forced into that decision.
So, yes, I am the "hot bi babe" who "joined" an existing couple, became involved with both of them, and we are "exclusive". Yes, we even moved in together. On the surface it look like the epitome of the mythical creature stereotype. But it's all in the details. I wasn't forced into a role, I didn't have a ton of exclusionary rules forced on me, the whole thing progressed naturally like any other relationship. We all had similar desires and goals, we all clicked, we all fell in love, and it took off from there.
Basically, just take a laid back, open minded, and inclusive approach to your dating. Meet some new people, allow whatever happens naturally to develop of its own accord without imposing strict expectations. Don't force it. Don't limit yourselves. And above all, be patient. My BF & GF went through a few years of meeting people various ways, dating, even a bit of swinging and went through a couple 'girlfriends', a few flings, and a relationship with another couple before we all eventually found each other. They started out "unicorn hunting", moved to opening up their possibilities, and ultimately ended up stumbling into exactly what they ideally wanted but couldn't force.
Have fun with it, enjoy yourselves, enjoy other people, try new things, approach a wide range of people, use the experiences to get a clearer picture of what you like, want, need, and are comfortable with. And be prepared to go through some trial and error before you find what works for you.
And try not to take it personally if people you meet online don't pan out. It probably have nothing to do with you personally.
is a great read (I actually read it *after* our relationship started but it was still very interesting and useful) and, obviously, I think OkCupid is worth a try.
Sorry this is ridiculously long but I have just seen and read so much on both sides of the "unicorn/unicorn hunters" debate but think the discussions are often missing a view from the inside.