Let's just have a look at what you're saying...
"They don't wait for you!" - you're not the only passenger. Other passengers, I'll wager the majority of clients transiting off other airlines, are looking to get off on time to get on with their very expensive safari holidays. As an airline, Proflight must be under a lot of pressure from the lodges to get clients into the airports on time. As the flights are usually booked through the lodges, I imagine that pressure is considerable.
"I can't take my international luggage allowance on a domestic flight!" - That's generally the way of domestic airlines. Look at the UK. Name one regional airline which doesn't have a baggage allowance. Name a regional airline which has significantly more than 15kgs of baggage allowance. International business class allowance is obviously quite generous as airlines clamour to keep high net worth clients. I'm afraid that's the harsh reality. Everything has a cost.
Airline operations in Africa are particularly difficult. It's not as smooth sailing as in other areas of the World: fuel costs are high, levels of infrastructure are low, and operational costs are high as national companies managing the airports, etc... are relatively expensive. Despite having a monopoly, the taps aren't gold plated over at the Proflight hangars. Just a company plugging away, providing a service. Other airlines have come and gone, with significant governmental backing. I think that speaks volumes. There just isn't the market volume to support multiple low cost airlines. Until then, you may have to pay for your excess baggage, and not have the aircraft waiting for you alone. I believe Proflight, as well as a number of other operators in Lusaka, do private charters. I believe that would solve your issues? Mind you, it sounds like you wouldn't want to pay for it...