A technical point about elephant foot anatomy raises some possibilities.
Contrary to what's often assumed, elephants are silent when they're moving. If you cup your hand with the fingers apart and place your fingertips on the table, that's pretty much how the bones of an elephant's foot are arranged. Beneath the bones of the 'palm' is a thick cushion, covered on the bottom with a layer of calloused skin that continually grows and gets worn away.
Elephants have the perfect ninja shoe, they're careful where they step, and if they were clumsy they'd be extinct.
If you don't see them you won't hear them. This would make them ideal for special operations behind enemy lines, as long as there was vegetation to limit visibility.
So I'm thinking maybe Mosby or the Swamp Fox raiding on elephants, and afterwards they've got elephants to carry back all the booty.