You Do Need power plug adapter while traveling from Zambia to Cocos (Keeling) Islands.

Here is Why You Need An Adapter

The outlet and plug type used in Cocos (Keeling) Islands is I and in Zambia are C, D and G. This is how they look like.

Zambia

In Zambia, outlets of type C, D and G are in use.

Type C

Type D

Type G

Cocos (Keeling) Islands

In Cocos (Keeling) Islands, outlets of type I are in use.

Type I