I'm searching a fantasy movie about a father been separated with 1/2 kids into the other world. He try to find them and got white unicorn if I'm not mistaken. The more far they go more memories they tend to forget.

Not sure about the unicorn, but in the movie Hook, the kids forget about their parents.

I'm not quite sure I understand, but this film has a father and his daughters taken into a fantasy world in which they encounter creatures such as Medusa and a unicorn.

Voyage of the Unicorn (2001 TV miniseries)
Starring Beau Bridges
IMDb synopsis:
A professor, grieving for his dead wife, and his two daughters unwillingly journey to a parallel universe of fairy court, marauding trolls, and a prophecy that they will save this nether world. They board the Unicorn, a magic ship manned by elves. In the search for a dragon who will help them fulfill the prophecy, they encounter the Minotaur, Medusa, the Sphinx, an ogre, and a unicorn whose tears they need to reverse one of Medusa's misguided stares. The trolls also seek the dragon. Capture and slavery awaits failure, while faith precedes the miracle. The spirit of their mother is close to the girls, who must find courage and imagination, while Dad must keep his wits.

Voyage of the Unicorn (TV Movie 2001) - IMDb

I'm not sure but I think your thinking about Never Ending Story 2

It's true that that is a possibility because of the loss of memory.

The Neverending Story II: The Next Chapter (1990) - IMDb

In this sequel, the boy loses a memory each time he makes a wish, thanks to an evil sorceress. However, is there a unicorn? I haven't seen it since about a year after its release and don't recall a unicorn.

Of course, I'm not at all sure of "Voyage of the Unicorn" either, as I haven't seen it since its original broadcast.