Just a suggestion from an "old colonial". Firstly if you google "Northern Rhodesia" there are quite a few sites which might throw up something. Secondly, remember Northern Rhodesia was a "Protectorate" under British rule - Southern Rhodesia was a "Self-Governing Colony" - which means that many official records would have been the responsibility of the Colonial Office (now extinct!) so it might be worth writing to the Library of the Foreign and Commonwealth Office and asking what, if any, records exist. Good luck.