Yes it exist, but its extremely hard to get. Ever heard of KENSINGTON PARK? Yup if you kill stoker( the last boss in kensington) He MIGHT drop this pet i've already done Kensington Park and i've got to say it was a pain. ( Plus i didnt get a shiny pet for all my hard work )
Its not a myth i have seen at least 3 differnt people with it.
I dont know if iam correct but i think you get it as a drop from stoker, the final boss in kensington park. So considering how long and hard kensington park is the pet is most likely the rarest one in the game.