An unusual convoy is nearing Argentina’s lush border with Brazil, after snaking through traffic-snarled roads for hours.

Adults Ndlula, Umngani and Khosi faced outward in separate directions to enclose their young in an “alert circle,” as seen in video from the zoo.

Ndlula, Umngani and Khosi — scramble to encircle and shield the two 7-year-old calves, Zuli and Mkhaya, from any possible ...