to make things a little easier:
if you are using the capitals to indicate that the object being named is known as XYZ, i.e. it is its name, then the capitals are correct.
if you are using the words to qualify the type of object, as in Lowland Gorilla, then capitals are incorrect.
so, in your case, Western Lowland Gorilla is the name of a typical gorilla type.
in running text, where capitals have been used to introduce the phrase, you may continue to write without capitals.
see here:
http://www.thebigzoo.com/Animals/Western_Lowl...