From the Wikipedia article:

"Although the okapi was unknown to the Western world until the 20th century, it may have been depicted since the early fifth century BCE on the façade of the Apadana at Persepolis, a gift from the Ethiopian procession to the Achaemenid kingdom.

For years, Europeans in Africa had heard of an animal that they came to call the African unicorn."

Seems to suggest that though elusive, it was pretty well know in the region.

Thanks for making me learn stuff.