Elephants, or rather their feet, are sensitive to low frequency vibrations, and they apparently communicate over long distances through the ground using low frequency vibration - IIRC in the Hz range. Humans may not be sufficiently sensitive to it.
The speed of sound will be much faster in solid ground than water, so pressure waves would precede a tsunami. Perhaps the elephants sense the disturbances in the ground caused by the quake or tsunami and decided to head in the opposite direction.
If one stands by a roadway (particularly with bare feet), one can feel the vibrations from cars and trucks. It's a normal phenomenon.