Two of them are too small for cavalry, and one was domesticated.
But the problem for the others is IF they can be domesticated, there are quite a few traits an animal needs to be domesticable. Even in equids, horses have been domesticated but zebra have not, despite many attempts. To be domesticated prior to industrialization an animal needs the right combination of traits; the right kind of herding behavior, the right kind of mating strategy, the right kind of territoriality, the right temperament, and the right diet. Without the right combination, you can't breed them in the first place. Very few animals have this perfect combination, and they are the ones we have domesticated in antiquity.
In African plains animals, it can be even harder because many have evolved to respond to humans aggressively because they evolved alongside humans. You need animals that will tolerate humans being close by.
Animals especially prone to running from anything that startles them (spooking) can't be domesticated because trying to shepherd and pen them results in the animals exhausting and/or injuring themselves, sometimes to death.
On the other hand, an animal that will attack other animals in its pen even if otherwise docile is common. They won't be domesticated because it is not economical if each animal needs its own field the sheer amount of land needed makes it impossible. Many herd animals will not tolerate new members this makes breeding particularly difficult.
An animal that is overly aggressive or dangerous will not be domesticated because of the risk involved, zebra are an example, the Dutch Boers tamed them by the hundreds and tried for decades to domesticate them, but they would attack their keepers biting and kicking making handling them too risky. Similarly, you can imagine why domesticating lions never happened, it's hard to domesticate something that might decide to try to eat you if it misses a meal.
An animal that can not be bred easily, such as ones that need huge numbers to trigger estrus or in which females are very picky will not be domesticated because humans can't maintain an isolated population, Ditto for an animal that can't be kept in a pen.
An Animal that has a very specific diet is unlikely to be domesticated just due to the trouble involved. The only exception to this was the silkworm, which just requires the cultivation of a specific tree, which also happens to produce human edible fruit.
An animal that breeds too slowly will not be domesticated just due to the trouble involved, We never domesticated tortoises despite it being relatively easy because they reproduce too slowly to be economical. There are dozens of other behaviors that could make an animal unsuitable for domestication in antiquity. Generally, if an animal wasn't domesticated in antiquity the reason is that they couldn't, people tried and failed to domesticate many animals.
Now for the specific animals you are asking about.
The scimitar oryx actually was domesticated in Egypt or they at least made an attempt. depictions on the Tomb of Ty and Abydos. They were used as food, leather, and a sacrificial animal, they are too slight to make good riding animals. The new kingdom gave up keeping them although no one knows why, likely they just were not economical. The also tried to domesticate hyena, but if zoo behavior is any indicator they proved too aggressive to be worth it.
To ride an animal any distance you need a big animal, generally, you want something that outweighs humans by several times. Even donkeys, the smallest domesticated riding animal, weighs 2 -3 times what a human does, the wild ass weighs around 500lbs, although we have bred smaller non-riding ones. The Gembok is the only one on your list large enough to breed for cavalry riding but it has several issues, it has highly territorial and aggressive males (towards humans and each other) and the females also spook easily. So the females are panicking while the males are trying to kill you. People may tame individual ones but they are not going to keep a breeding population.
Introduction to domestication