They were hunting the White Stag for it's wish-granting abilities, not to kill it. The only present they had with them was Susan's Horn, which was but one of many horns that the party had with them.
Lady Jean, sometimes, authors do make mistakes. As I mentioned, of the six gifts, five were mentioned. Susan's Horn was missing and they noted that. When it came to Lucy, however, it only mentioned her gift--singular--the cordial. Nothing of the dagger, where it was, or anything.
MrBob