this is actually an interesting problem and yes we do have a small handful of odd eye witness reports by pretty good observers. not too easy to discount. first though, all these animals thrived close by the edge of Ice sheets along at best a narrow strip of what we know as boreal forest. all of Canada except an unusual region including alaska and the yukon mountains were covered. The narrow band was mostly along the southern edge mostly in the USA. We are pretty sure that the Pleistocene Nonconformity was a comet impacting the ice by greenland which ran a shock wave killing of most large animals through siberia and over the fortieth parraell at least. It is certainly what has been described culturally and our frozen Mammoths nicely attest to just that. I do not think we have millions of years of mammoth bones stacked up deep into the permafrost.