They did once post an archive picture of a Grevy's chasing the rhino in the early days of the park! Linked at the bottom of this article.
I wasn't aware Cotswold had kept Grevy Zebras, possibly not for very long though as I never saw them there and I visited not many years after they first opened. They certainly had a much larger group of Chapmans than nowadays, hence the stable block that is now the 'Little Africa' exhibit.