There's no real differentiation between moose and elk in Russian, since elk is the only one of the two indigenous to Russia and moose is a North American thing, so there's no real need to "split hairs" so to speak if you're talking to someone who grew up in the Russian language. They'll assume you're talking about elk.

You could theoretically call both лось and have it sound ok to a Russian speaker. It's not something you'd pick up from the language as much as from knowing Russian culture/flora/fauna.