Right as this is Heritage & history I'll apologise to Lancs Stan for wandering off topic (with the help of that there Jaysay)
Anyways, your original question was did it happen ? Of course not, it's simply a humorous little anecdote concocted to sell whatever pills & potions were being offered up.
If & it's a big if, a Nelly escaped from a travelling circus (which is plausible) it certainly wouldn't beeline for specifics as stated in the "adds" commentary :-
When the show reaches St. Helens, which is in the Lacashire circuit the elephant will, no doubt drop into Mr. Beecham's establishment and help himself to a few hundred boxes of pills to counteract the effects of his Chorley and Accrington feasts,
Direct targeting, blatant touting of Mr.Beecham's wares, so no marvellous happenings, simply a ripping yarn to sell something.
