This may just be a vanilla Civ problem, but I've noticed some weirdness with ships and with the Trojan Horse when carrying other units. When these cargo-bearing units have cargo, the cargo often shows up on the map instead of the ship or Trojan Horse graphics.
Also, not cosmetic, but the Trojan Horse does not seem to work properly for units with hidden nationality. I was trying to surprise my neighbors with a gift of three hill giants, but they kept taking pot shots at me as I traveled inland. Maybe it's intentional, but it seems off storywise.