I don't know that it's true that other African animals were mythical. Leopards were also known in Medieval heraldry although not as popular as lions. King Edward I was known as the Leopard.

But lions lived in Europe and went extinct roughly around 100 BC. While this was well before the Middle Ages, they were very much around or had recently been known during the period of Classical Greece. Herodotus writes about lions harassing the army of Xerxes when he tried to cross into Greece through Macedonia. They are very common in Greek art. Hercules fought a vicious lion and wore his pelt.

Romans in turn would have been very aware of these stories and were very familiar with lions. Lions were used for shows in the Colosseum from time to time. And stories from the second century AD have Christians being fed to the lions. There is no contemporary record of that happening. However, people in the Middle Ages would have been aware of the stories and allegations.

Essentially, lions were always part of the literary tradition of Europe. They were also a common feature of art. They remained part of the European consciousness in a sense.

Is there any real evidence that "other African animals (like the elephant) were almost mythical" to Europeans?

Pretty sure Hannibal crossed the Alps with a bunch of elephants, and that knowledge wasn't lost to history.

I can't answer anything about the consistency of animal descriptions, but unlike elephants and other African animals, lions actually used to be native to Europe, although European lions are extinct now. So I think the premise of the question might be wrong as lions wouldn't have been "exotic" African animals.