All subdued animals should be able to pass all terrain. (Oops haven't looked at Joseph's save yet that shows this activity also.) It is a matter of them not being able to reveal the map which is the usual problem.
Unfortunately this isn't the case - I cannot move a camel from my city to a square next to my city which contains forest - all revealed and all within my own territory.
Have a look at my attached save, there is a subdued camel in Cayuga with all the terrain around the city revealed for many squares in each direction - try moving the camel onto the forest square to the NW (or any of the other forest squares around the area).
It is also mentioned in the pedia entries for the affected subdued animals with "cannot enter tundra" and "cannot traverse forest, jungle" type entries - I've been through the subdued animal entries and the ones affected are:
Subdued Aurochs
Subdued Camel
Subdued Cheetah
Subdued Giraffe
Subdued Gorilla
