After acquiring a .280 Ross sporter myself recently, I reacquainted myself with the early history of the cartridge and rifle. Grey's first shot at 25 yards struck the shoulder, and the second shot at 5 yards struck the jaw.
Unfortunately the jaw, and specifically the teeth, are able to turn away even heavy nitro express bullets in some circumstances.

A high-velocity small-bore was probably a poor choice for stopping an angry lion, but Grey was undoubtedly a bit unlucky on the day.

Apologies for side-tracking the thread, interesting stuff!