gnu

English "gnu" comes from Dutch "gnoe", which was borrowed from Khoekhoe "ǃnu:". The Khoekhoe word's ultimate origin is unknown, but it's thought to be onomatopoeic, imitating the animal's grunting call.

The word passed fairly directly from Khoekhoe through Dutch into English, with no major shift in meaning along the way — it has always named the same grunting antelope.

The facts don't support connecting "gnu" to any other English word or cognate.