Possible Clues:

• Country whose 500-kwacha note features a water faucet
• African country formerly called Nyasaland
• Country that bills itself as 'the warm heart of Africa'
• Landlocked country of south central Africa
• Chongoni Rock-Art Area's nation
• Country in West Africa, lake also mentioned initially turning up?
• Country code found in post, mostly
• American women in Lima unfamiliar with country in Africa
• Tanzania neighbor
• Country bordered by Mozambique