The Europe-Africa segment at the end of the journey has to be to one of the listed central African countries - so the segment has to be LHR-NBO (not LHR-JNB-NBO).
The rule is:
4.(e)Only one intercontinental departure and one intercontinental arrival permitted in each continent except
as follows:
1. Two permitted in North America. when one is a transfer without stopover.
2. Two permitted in Asia when one is a transfer without stopover or on direct single plane service
between the Southwest Pacific and Europe.
3. For travel to/from or via Ghana, Nigeria, Kenya, Uganda and Tanzania two permitted in Europe
when one is a transfer without stopover between Ghana/Nigeria/Kenya/Uganda/Tanzania and
another continent. (My emphasis)
Of course, it can be any of the other countries listed - not just Kenya