There are unfortunately none in the UK. They are about in Europe - Zootierliste lists 9 collections (Hannover, Leipzig, Monde Sauvage, Paphos, Ramat Gan, Arnhem, Rotterdam, Poznan and Bioparc Valencia).
Arnhem will stop holding them. They already sent a lot of their animals away (to Rotterdam 1.5 and to Leipzig 0.5 I think) They sent them away becaus they can't go on their big savannah.
Call me a pedantic old git [most people do], but there's no such thing as a Thompson's Gazelle: - it's Thomson's (without a p); named after the explorer Joseph Thomson.