Titled OP link:
'Siberian unicorn' walked Earth with humans - BBC NewsThis was
Elasmotherium sibericum, a rhinoceros species that split off from an ancestor of present-day rhino species about 40 million years ago.
BTW, rhinoceros-like animals have evolved several times. Having four stocky legs is an adaptation for carrying a very massive body -- graviportality -- and it has evolved several times. Having a long and large head on a short neck has also evolved several times, though among other large animals, elephants have rather short heads and sauropods had small heads and long necks. The hippopotamus has a similar head shape but without horns on it.
Uintatherium,
Arsinoitherium, the Brontotheriidae, and the ceratopsians all separately evolved rhino-like face horns or knobs, along with similar head shapes.