The horse used for the rhino shots was a Clydesdale. They have the same gait as a rhino, so their hips move similarly.
During an interview with Michel Martin on the radio program "All Things Considered," Danai Gurira (Okoye) said that the language spoken by Wakandans is a real language, Xhosa, a South African language characterized by clicks and glottal stops: "It's the same language that is native to Nelson Mandela. It's from the Cape region of South Africa. And Mr. John Kani, who plays T'Challa's father, T'Chaka, he's Xhosa. And so he - they started and agreed to that language being the language of Wakanda in Captain America: Civil War (2016)."
While in London (UK) promoting the film, Martin Freeman introduced his young son Joseph to his co-star Danai Gurira who played Okoye, the boy's favorite character in the film. According to Danai, the boy was so entranced by the experience he would not let go of her hand. Danai was deeply touched by how the film had so completely captured the imagination of one so young.
The Dora Milaje translates to The Adored Ones, a group of female soldiers who protect Wakanda. In the comics, each of the tribes sends their most powerful female fighters to join the Dora Milaje guard.