The Titan's Curse (Percy Jackson & the Olympians, Book 3)

Annabeth Chase and Artemis, the goddess of the hunt, go missing. Percy and his friends must look for Artemis before the winter solstice, when her influence on the Olympian Council could change an important vote on the war with the Titans. Thalia, Zoe Nightshade, Bianca di Angelo, and Grover go on this dangerous quest. They also are searching for a rare monster that Artemis was trying to hunt down when she went missing; it is so strong that it can obliterate Olympus. Percy is called by a hippocamp (mythological sea-horse) to rescue a marine cow-like creature called the Ophiotaurus, whom Percy names Bessie, not knowing it is a male.