Right, so the pegasi are now moved back to my KoM army, and I have eagles that replaced them for the Elves.
I made them by combining the bodies of Fireforge games barded warhorses (these can be bought individually) with the horse heads from the Perry Miniature Mounted Men at Arms box. The wings are from GWs Dark Eldar Scourge set.
Not the easiest of parts to find perhaps, but I have a big bits-box…