Meaning
To split hairs / To look for trouble where there is none
Example
A professora ficou procurando chifre em cabeça de cavalo, mas não encontrou nada.
The teacher was splitting hairs while grading, but couldn't find anything.
Origin
The expression has no documented historical origin; its force comes from the absurd picture it paints. A horse simply has no horns, so to go looking for a chifre em cabeça de cavalo — "a horn on a horse's head" — is to hunt for something that cannot possibly be there.
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More idioms
Acertar na moscaTo guess correctly / To hit the nail on the headAmigo da onçaA fake/false friendAndar na linhaTo toe the line / To behave properlyArmar um barracoTo cause a public sceneRodar a baianaTo cause a public scene / To go ballisticArrumar sarna pra se coçarTo ask for troubleArrastar as asasTo hit on someone / To flirtAbrir o jogoTo come clean / To open upArregaçar as mangasTo roll up one's sleeves / To get to workAgarrar com unhas e dentesTo hold on for dear life / To seize an opportunity