Pegasus and Helios are the same character in the anime but separate entities in the manga—a significant difference that changes their whole dynamic.
In the anime (specifically Sailor Moon SuperS), Helios transforms into Pegasus after Nehellenia captures him. Rather than fighting to escape, he chooses to become this winged horse and takes refuge inside Chibiusa's dreams, leaving his human body behind. He and Chibiusa grow close over the series, eventually sharing a kiss and embrace. The Golden Crystal sits in Pegasus's horn, and he uses his power to fuel Super Sailor Moon's attacks against the Lemures. By the end of the arc, Chibiusa wields the crystal herself instead of relying on Mamoru.
The manga tells a different story. There, Nehelenia curses Helios into a horse's body—he doesn't willingly transform, and he remains trapped in this form when appearing to Chibiusa. He rides on Pegasus as a separate being and only says goodbye to her in that way. Unlike his anime self, manga Helios has no real combat abilities and can't lend power to anyone. He can only move between worlds and resist the curse holding him. The Golden Crystal isn't his to give; it's part of Mamoru, something only Mamoru can access. Still, the manga strongly hints that Helios will eventually marry Chibiusa and become her prince.
Content compiled by AnimeList.moe from publicly available sources.
