Fury & Wrath will both spawn with heavy armor plating that must be destroyed to expose their weak point. Explosives like the Hellion Salvo are extremely effective against both the armor-plating and the weak point of the elephants. Be aware of the elephant's charge attack while consistently putting damage in on the armor-plating until it has been broken off; from there, you could deal massive damage to the elephant's weak point until it is defeated.

If you need more information on how to defeat the elephants, strategies for surviving, loadouts, etc. You can view our detailed guide for IX's main quest, Venerated Warrior.