Hours before she was shot dead on the outskirts of the capital, Lesotho’s former first lady, Lipolelo Thabane, made a surprising decision.

According to both a close friend and a well-connected businessman, she agreed to divorce her husband, Prime Minister Thomas Thabane, after years of refusing to make way for her rival.

With the blessing of that rival - Thabane’s current wife and first lady - the entrepreneur, Teboho Mojapela, met with Lipolelo on the day of her death to mediate...