Pete,
Cape buffalo have the heaviest, hardest ribs of any big game animal of their size I've seen, and the ribs overlap like shingles. Which makes a BIG difference in how deeply an arrow will penetrate, along with requiring not only a more powerful bow than an Alaskan moose of the same size, but a REALLY tough broadhead.
And yes, they can live a long time with wounds that would drop other animals far quicker.