Use billboards for big tames. Taming pens for big animals is really, really hard. Your issue is a line-of-sight problem - the game thinks you're trying to feed the elephant by reaching through that side wall in the second picture, and won't allow it. The process is so buggy and glitchy that it makes taming pure bullshit sometimes.
I use a tank bear and ram the animal head-on so they sort of stick together just in case it wants to run instead of fight, beat it down and bola. I position my bear right at the animal head and wait between spam attacks to feed it (attack hits bear, dismount, feed animal, mount bear before next hit). When it stands up, ram bear into the front again. No pens needed. It's rough but works for me.