This North African species was described in 1870 based on fossil remains that were dated to the Upper Pleistocene, however, some remains apparently turned out to be much younger, thus the species might have survived until about 3000 years BP..
I was unfortunately unable to find any source for that assumption.
The Saudi Gazelle, described in 1935, was native to the Arabian Peninsula, where it inhabited sandy acacia plains.
The species disappeared due to excessive hunting and was declared extinct in the wild in 1980 when it very probably was already globally extinct, because all captive individuals were subsequently shown to represent hybrids or different species.
Queen of Sheba’s Gazelle aka. Yemen Gazelle was for some time believed to be a subspecies of the Arabian Gazelle (Gazella arabica (Lichtenstein)) (see photo below) but is now considered a distinct species.
The species inhabited the mountains near city of Ta’izz in southwestern Yemen where it was last seen in 1951 when it apparently still was quite common.
In 1985, a photograph of gazelles taken in a private collection, the Al Wabra Wildlife Farm in Qatar, might show this species, however, this has apparently never been confirmed, nor seems the subsequent fate of these animals to be known.
Queen of Sheba’s Gazelle is now considered extinct with the cause of its extinction being uncertain, however, it most likely was hunted to extinction.