I don't think LX sell NBO-DAR - if you can't get that flight separately you won't be able stop in NBO. Same may apply to ADD-DAR.

Looks like MS fly CAI-DAR so that might be an option. If you want to stretch things you might find a destination not served by LH/LX/TK/MS so that you have no choice but to go via JNB. @:-)

Also, a bit wayward, but have you a spotted that Z5-Z5 if pretty cheap and Z5 is pretty wide, with many points only connected via Europe (or maybe CAI now).

On NBO/DAR, if it matters the migration will be in Kenya in August and then cross south sometime in September/October (usually).