Elephants have never lost the capacity to astonish and delight. But in New York City in the not-so-distant future, they will not be doing their astonishing and delighting at a zoo.  The Bronx Zoo, the only zoo left in the city that keeps elephants, said yesterday that it planned to shut down its exhibit after the death of two of its three elephants, or even one.  The current generation of children need not despair: The zoo's three elephants — Patty, Maxine and Happy — are in their mid-30's and could live for decades more. But if one elephant dies, the remaining two may not get along. And if two die, officials say it would be inhumane to sustain an exhibit with a single elephant.