**** Jing was styled Weinian. He went around with his hair unkempt, singing as he meandered, lodging in Baishe - outside Luoyang. Sun Chu was writing in those days and went to Baishe a number of times to talk to him. **** Jing disappeared and no-one knew where he'd gone. Where he used to sleep there was nothing but a wild pink and two poems. This is one of them. - this is from Alchemists, Mediums and Magicians, Stories of Taoist Mystics, translated and edited by Thomas Cleary

My note, Taoism and Confucianism are different. Confucius was more concerned with the world than the Taoists. I believe the Unicorn in the poem is referring to the horned dragon horse who is said to have brought the pattern of nine from the Yellow river in times lost in myth. IChing is based on it.
Many Taoists were transformed into spirit without leaving behind any remains it is said. This didn't happen to Confucius.