Yep, you may recognise the lady with the gun as Leela from the 70’s incarnation of Doctor WHO.
This was for a fan magazine to celebrate one of the Big Finish Radio Dramas, Ripping yarns, all of them.
The alien critter was described only as vaguely “Equine” and with armour. Was actually darned hard to get it right.
You saw it here folks, the only existing depiction EVER of the Z’nai race from Doctor WHO audio.