Yellow Elephants: A Grand Tradition
Yes, there are prehistoric Yellow Elephants in a cave in South Africa. Site seven is dominated by elephants! Two large yellow elephants greet you as you enter the cave. At approx. 75cm in lenght they are some of the largest paintings on the trail. Human figures are also depicted. Two 'hookheads' (top right) appear to be wearing white karosses, possibly with hoods. The small reddish elephant is close by. A long line of figures (bottom right) covers another wall.
Here's a travel guide with further details. Scroll down to Day 3.