You Do Need power plug adapter while traveling from Zambia to Lesotho.

Here is Why You Need An Adapter

The outlet and plug type used in Lesotho is M 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

Lesotho

In Lesotho, outlets of type M are in use.

Type M