Apparently not enough attention to detail, my friend!
A closer reading of the OW site would reveal that the Baobab lounge is "Operated by a third party on behalf of: Qantas". Similar statements apply to the Shongololo (for CX) and Premier Club (for IB). This is my understanding of your entitlements:
JNB/CPT:
This is a domestic flight so you will be able to access the BA/Comair SLOW lounge, only if you fly BA, based on your OW Sapphire status. You can also access the Premier lounges based on your Priority Pass. If you are travelling in business class you can access the SA lounge.
By far the nicest is the SLOW lounge.
CPT/JNB
Same story: SLOW, Premier & SAA (if in J). Again SLOW is the nicest. Not sure if you would be allowed in to the SLOW lounge if you already have your IB boarding pass printed?
JNB/MAD
You will only have access to lounges in the international terminal.
Your OW Sapphire should get you access to Galleries Club (space permitting). I cannot imagine on what basis you would get access to Galleries First since you are not OW Emerald.
Of the Priority Pass lounges I only have experience of the Premier lounge (which is IB's third party lounge as I noted above) which is OK but can be crowded. I have heard good things about the Shongololo lounge.