I have turned several pens from both gemsbok and blackbuck horns. Pictures are in my album. I have never turned impala, but have looked closely at several. All are true horn, as opposed to antler, meaning that they are basically composed of hair glued together with kerotin. All are hollow for a considerable part of their length, usually about 2/3 of the total. The remaining solid portions will yield between 2 to 5 or 6 solid pen blanks depending on size. The hollow portions are prized for making game calls from the smaller diameter portions, and knife scales from the larger flatter sections, so don't throw it away.
The material drills and turns similar to the softer acrylics, throwing ribbons all over your work area. After the blank is turned and polished, close inspection should show the parallel structure of hairs in the material. Gemsbok will be parallel the length of the blank, blackbuck and impalla will show curls or curves. In my experience this structure will disappear if coated in CA, so I always simply buffed or MM'd the material, and it takes on a wonderfull glassy shine. Cracks can occur weeks after turning, and may show the brass tube, but if the crack is first filled with black ink, then thin CA and sanded it is all but invisible.
Pens made of this material are quite rare, I have seen or heard of very few, so I would save it for use on premium kits only, as it can be difficult to get a worthwhile price for the material on a more basic kit. DAMHIKT
PM me if I can help with any details.