Hello Mark!
I am new on this forum, but i figured i could contribute a little bit to your interesting question.
Yes, the first who mentioned the Okapi was Henry Morton Stanley himself (although he never saw one, he told of pygmy-tales of a forest donkey, called "Kenge" or "Okwapi").
The next was british explorer Harry Johnston who in 1901 brought pieces of a hide to Europe (thus the scientific name of the beast: johnstoni).
Immediately after the "discovery" it was strictly protected by the Belgians - officially. Belgium had the monopol on the Okapi, as it only occurs in the Ituri and Kibali Forests of Belgian Congo. The Okapi was of course still hunted by the pygmies for meat, mostly speared in pit-traps. However, with a very expensive scientific license, foreign hunters were able to collect a specimen.
In 1902 the swedish officer Karl Eriksson sent two Okapi skulls and a complete skin to London.
In 1904 the swiss missionary Dr. J. David sent a young female to the museum in Basel / Switzerland.
Major Powell-Cotton brought a complete Okapi back to England, it was mounted by Rowland Ward himself. I don't know if the Major shot it himself or if it was bagged by the pygmy-guides.
Explorer Boyd Alexander obtained an Okapi from a pygmy pit-trap in 1906.
The first picture of a live Okapi, a very young calf, was taken in 1907 by an Italian, Signor Ribotti.
In the same year, the expedition of the Duke of Mecklenburg brought one Okapi home to Berlin, also shot by natives.
The Austrian Rudolf Grauer obtained in 1911 three complete specimens for the Vienna Museum; these Okapis were also speared by pygmies, Grauer found it impossible to shoot one himself.
The Lang/Chapin-Expedition also brought an Okapi to the American Natural History Museum in 1913.
Even famed "White Hunter" Baron Bror Blixen himself failed to bag an Okapi, when he was leading the Vanderbilt Expedition in 1934.
In the following years, many expeditions followed: not so much for hunting the Okapi, but to get young ones for zoos. The demand was so great, that the Belgians eventually build their own capturing stations to deliver the zoos worldwide.
One of the very few Hunters i know of that really shot an Okapi himself, was "Snake Man" C.J.P. Ionides. You can read this story in his book "A Hunter's Story" (issued as "Mambas and Man-Eaters" in the US). I think it was in the 1940s on behalf of the Coryndon Museum in Nairobi.
The best source of Okapi Hunting is the book by Cuthbert Christy "Big Game and Pygmies" - several Chapters about Okapis.
The book by Tony Sanchez-Arino "Claws and Fangs" also has a chapter about historial Okapi hunts.
I also suggest you read Attilio Gattis books like "South of the Sahara" - he captured Okapis in the 1930s.
I hope i could help a little bit.