Zambia made a slight recovery on Tuesday away in Benin where they finished 2-2.
The result in Cotonou was an improvement after losing 3-1 away to Senegal on June 5 in Thies.
But Zambia wasted a great opportunity to leave Benin with a victory after coming from behind to take a two-one halftime lead.
Cebio Sokou put Benin ahead in the 12th minute but Polokwane City midfielder Salulani Phiri equalized for Zambia in the 19th minute.
TP Mazembe defender Tandi Mwape then put Zambia ahead into the break on the rebound after Prince Mumba failed to convert the initial effort.
However, Yohan Roche denied Zambia a victory when he bundled in the ball in the 79th after goalkeeper Mwenya Chibwe felt the pressure of making a double-save.
Meanwhile, Zambia now head East on their final leg to play Sudan on June 11 at Omdurman