On unicorn hunting

Are you, dear reader, are familiar with the term "unicorn" as it applies to polyamory?  A unicorn - a mythical beast, oft hunted and rarely (never) found.  In polyamory terms, a unicorn is a single female, hunted by a married (male/female) couple.  A single bisexual female who is interested in a married couple, in what would usually become a closed relationship.
Unicorns are notorious because there aren't very many out there, compared to the vast numbers of unicorn hunting couples out there.

Alpha and I aren't necessary trying to be unicorn hunters, but we seem to be doing it inadvertently.  We began the idea of opening our relationship, considering other people with the thought process of "we'll see what happens."  Perhaps we'll meet a nice girl.  Maybe a nice guy.  Maybe we'll hit the super-unicorn jackpot and meet another couple who we all actually get along with.  We promised that we would take our time - just like monogamous dating.  Meet people, go out on dates, get to know them.
The downside is, Alpha and I are too invested.  We meet someone that seems to meet the criteria, and we run with it.  Never mind the warning signs.  Never mind that they may be blatantly unavailable.  Before you can say "Go back, Will Robinson!," we're building houses in our minds, wondering how we'd introduce them to the folks.  (Answer: wait until the folks are dead/senile.)
We've never gotten very far with any of our potential new partners.  Just far enough to get our hopes up and be summarily crushed when they remind us that they're blatantly unavailable.
And really, let's be honest: this is new to us.  There have only been two other potential people we've been interested.  Just like monogamous dating, you have to go through a lot of potentials.  We shouldn't be throwing in the towel yet.  But it is hard.  Alpha and I have been together for five years, so we have a pretty good idea what we're looking for.

And then we met Lady.  Lady was absolutely up-front with us - she wasn't ready for a closed relationship.  She had other interests.  She didn't want to have sex before getting to know us.  And that our marriage was above all else; to take care of ourselves.  She just wanted to play.  To hang out, and look at art, and have intellectual conversations, and eat sushi, and show us around "her city."
But of course, Alpha and I are dumb.  We fell in love immediately.  She needed us.  A stable relationship.  To get her feet back under her.  We wanted to take care of her...

Where will it go from here?  Who knows.  For now, we'll be here for her.  We'll be ready when she is.  And until then, we'll continue to hang out, look at art, have intellectual conversations, eat sushi, and lose miserably at backgammon.  And save three cookies out of every batch I make.