My initial thought is where are you hunting?

If you are on a game ranch in South Africa I would use the 7mag...

If you are hunting in other areas where you could bump into dangerous game while out and about, I would take the 375H&H...just because you could end up facing something much larger than Nyala

I shot mine with a 300RUM..dropped to the shot like it was hit by the hammer of Thor...200GR A-Frames..

Nyala are not a huge animal..put the bullet where it belongs either will work very well..

Ripp