The event is supposed to have taken place last March, in the days immediately following Anthony’s sudden and untimely death on Friday, March 2. The earliest full account of it that my Google search turns up is a post by one Tanya Waterworth to IOL News, website of the South African news agency Independent Online. The post is dated Saturday, March 10:
“For 12 hours the huge beasts slowly made their way through the Zululand bush until they reached the house of the man they loved – to say good-bye.
“That, according to the son of conservationist and adventurer Lawrence Anthony, who passed away while on a business trip to Johannesburg last Friday, was the profoundly moving sight at Thula Thula Private Reserve this week. …
“There are two elephant herds at Thula Thula. According to his son Dylan, both herds arrived at the house after Anthony’s death.
“‘They had not visited the house for a year-and-a-half and it must have taken them about 12 hours to make the journey,’ said Dylan.
From David Halperin’s report on the funeral elephants held for conservationist and elephant-friend Lawrence Anthony.
See especially the first comment below the post.