Kudu
Eland is a type of Asian Antelope
Buffalo is not really an antelope, but it is the closest relative to the antelope where the name ends with an o.
kudu
the animal
Kudu
Perhaps.............gnu?
gnu
Oribi
A three letter African antelope is the "gnu", which ends in a "u" not a "you". The more common name for the gnu is the wildebeeste, but that won't fit into your crossword puzzle.
Eland is an antelope
A gnu is a wildebeest, which is a type of antelope.
Uganda Kob is a type of antelope found in Africa.