I remember kudu at London but not Nyala, though I expect they had some. Whipsnade used to keep a small group of Nyala. They've replaced them with Bongos from London. Marwell has 27 Nyala, so I expect Whipsnade's Nyala were sent there.
When I first went to London in 1985 (except for a visit when I was 4 which I don't remember much), the Cotton Terraces and Giraffe House had all sorts of antelope. I remember Arabian Oryx, Roan Antelope, Blackbuck, Anoa, Hartmann's Mountain Zebra, Gaur and South American Tapir. Also Pygmy Hippo I think.