First of all, okapis are basically built to go undetected in the rainforest. Their fur pattern and behaviors make them especially hard to spot. They also reside in a relatively small region in the wild.
Secondly, the first European to even see a portion of an okapi was Harry Johnston (British) in 1901, and all he saw was some pelts. Some Belgian explorers acquired some okapi skulls and skins in the same year. Photographs of living okapis did not happen until the 1920s-1930s.
The native Mangbetu people did indeed call it an “okapi”, but Europeans first heard it called an “atti” by the native Wambutti people.
I’d be interested in finding out what the oldest documentation of okapis by the Congo natives would be, if the okapi did in fact elude even them up until ~150 years ago.