This fulfill the request "Show Unicorn with Zionga to Lavenza" you need to perform Persona fusion in the Velvet Room. Create a new Persona and in the Fusible list, look for Unicorn. You'll want to choose a fusion result that uses Shiisaa as one of the base materials. This is because you can transfer the Zionga skill to one of Unicorn's open skill slots. Doing this will complete the request.