Sadly, I had this happen to me around last month, for the first time ever.
It was quite a shock and just like you I also cant explain it. Actually since she was an albino and I just send her into the habitat from the trade center, I thought she died from the "old age bug" to which I already lost 2 giant Pandas and 2 Indian Elephants in the past (all of those were albinos, basically just adult, came from one of my other zoos and died directly after they arrived and the cause of death was "old age" even though they were young.
I also got no fight messages or anything about the elephants. (yes, there is one fighting message, but this were just freshly matured cassowaries, nothing to do with them)
So when I clicked on her it was as if she was still alive at first. Everything was green, except stress.
When the vet came to take her it finally showed her cause of death. Zapdos, the male killed her. And I got no clue why. I dont think I ever even had two male elephants kill each other in fights. I was quite bitter, I can tell. Genetically they would have been a great match. Also to the other 3 females. Since I didnt want to take risk that he did it again, I sold him on the market for 600 cc - hopefully his next owner had better luck

The next day I kinda regretted selling him, though. He was also pretty new in my zoo and only one of the females got pregnant by him and their daughter was great. But I didnt want to take the risk
So just like for you, there was neither a warning nor a cause. I assume it is a bug (or I hope it was, it would be terrible if the male elephants could just decide to kill a female randomly, sure it could give them some personality, but it would be mean without even being notificated so you could try to save the female) Or could he have killed her because she was a bit stressed, when she arrived? But this also makes no sense
Another theory I have is maybe the male got stuck for a few seconds and thus everything was "overcrowded" for him and the female was close, so he killed her and everything happend so fast, that it didnt cause a warning? But yeah, not sure if it could work like that.
But I would also like to know if more people had this happen

At least we are 2 now^^