A rainbow!

The answer is: a dice. An explanation: “It’s always 1 to 6”: the numbers on the faces of the dice, “it’s always 15 to 20”: the sum of the exposed faces when the dice comes to rest after being thrown, “it’s always 5”: the number of exposed faces when the dice is at rest, “but it’s never 21”: the sum of the exposed faces is never 21 when the dice is at rest, “unless it’s flying”: the sum of all exposed faces when the dice is flying is 21 (1 + 2 + 3 + 4 + 5 + 6).

A horse.