I had no idea there was already a mythical beast named bicorn. My suggestion came from the unicorn being named for its one (uni-) horn, and thus a male unicorn would naturally be a bicorn.
From http://www.yourdictionary.com/bicorn
bi·corn (bī′kôrn′)
adjective
having two horns or hornlike parts
From http://www.yourdictionary.com/bicorn
bi·corn (bī′kôrn′)
adjective
having two horns or hornlike parts