The story of the Ndebele from when they are forced out from present-day South Africa by a coalition of Afrikaners, Griquas and Zulu to the establishment of modern-day Bulawayo can appear confusing.
During Mzilikazi’s reign as King there are four different capitals (Gibxhegu, Mahlokohloko, Inyathi and Mhlahlandleia) He was succeeded by Lobengula who established a new Gibxhegu and then renames it koBulawayo (this is the where the Site Museum is situated) and finally Umhlabathini, or the second koBulawayo, the site of modern-day State House. This was in keeping with tribal custom; the royal towns of Matabele kings were never intended to be permanent and whenever a King died, the capital moved and the old royal town was burned.
http://zimfieldguide.com/bulawayo/kobulawayo-or-old-bulawayo-1870-%E2%80%93-1881-and-indaba-tree