A gnu is a wildebeest, which is a type of antelope.
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.
A gazelle is a type of antelope.
Gazelle.
Gazelle
dikdik
Gazelle
The flower with only three letters in its name is the "lily."
That would be "gazelle".
Nyala
Those letters spell pronghorn, a type of antelope.
Buffalo is not really an antelope, but it is the closest relative to the antelope where the name ends with an o.
The name comes from the Afrikaans spelling of rhebok, a type of African antelope or gazelle.