Once Loyal Unicorn’s lieutenant ability has resolved while you control your commander, its effects persist this turn even if you lose control of your commander or Loyal Unicorn.

Loyal Unicorn’s effect will prevent all combat damage that would be dealt to creatures you control, even if those creatures weren’t on the battlefield or weren’t creatures when the effect resolved.

If you don’t control your commander as the lieutenant ability resolves, you won’t get its effect.

The lieutenant effect happens only once each combat, even if you somehow control multiple commanders (perhaps because you have two commanders with a partner ability from the Battlebond™ set).

If you have multiple commanders, you need to control only one for the lieutenant effect to happen.