In  AFRICAN  GAME TRAILS  his colorful and descriptive account of the 1909-10 safari to E. Africa he mentioned using an 1895 in 405 Win, the  1903 which he refers to frequently as the little 30,  a 500-450  Holland & Holland double and a Fox 12ga side by side.  The H&H was gifted to him while president for this safari and he included a long list of those contributing to it from around the world.  No Krags but if I remember correctly his son Kermit used an 1895 in 30-40 and another in 405.