I have never been to Lesotho but as it's on our doorstep I think I would be aware of a very dodgy safety situation - and I'm not. Our company has a subsidiary there and my colleagues visit regularly and there's never a mention of it being unsafe. Or less safe than South Africa as dg4255 points out.
I'm very curious to know why your client has such a dire perception of the situation and on what basis other consultants have refused to go there.