Unicorn Overlord gives you access to a ton of characters to recruit. If you want to grab all the units you can to have a good range of available units, here's a breakdown of where to find them all.
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There are a number of ways to gather new units to fight with in Unicorn Overlord: some join your party automatically, some require completing a mission, some require sparing someone's life, and some join your party temporarily.
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After Call to Action you will gain access to the overworld and a bunch of other units. While you don’t have to get these side characters in this specific order, this is the order I found them in my personal playthrough. Be careful and always check for side missions and Stage Conversation in each area to avoid missing any of these units.