Airlink return prices seems to hover just under R5000!
If not bothered too much on time and don't mind waiting a couple of hours in Windhoek, Air Namibia offers better fares from Jo'Burg, around R3700 return via WDH.
From Cape Town the SW price via WDH is also just under R5000, so would still be cheaper than via JNB on SA...and definately quicker, short transit in WDH.