Found a rare Gazelle (7) today in Desolace. Could not capture though. New to this, not sure if that's normal, but I'm gonna continue working on it, see if I encounter again. It was second critter with Horny Toad (7), killed the first, then nothing.
Every once and a while a pet will be accompanied by a secondary that cannot be captured. In addition to the Gazelle you encountered I've seen Rams in the Wetlands and Mule Deer in the Stonetalon Mountains. Just take them out and move on.