If your flight arriving DAR is on time, then the 2/hrs till flight to ZNZ should be more than sufficient. If you choose the earlier flight suggest you advise your flight attendent you have a tight connection so they might let you deplane first thus no delay at Immigration for Visa. No harm asking.

You start in Stone Town, but for how many days?

Are you staying at a hotel here? If yes, why would you need a sleeping bag or sheets? Hotel provides.

Then heading to Malawi and Zambia, but how? By ferry and then road, or flying ZNZ/DAR and then road to these two countries?

During Dec, daytime temps are usually warm to hot with cooler nights, but if staying in hotels or tented camps, unless the latter is actually 'camping' then your tour operator should advise whether you need sleeping bag or sheets. If in hotels, you shouldn't need either.

On ZNZ in Stone Town, it will be tropical - hot and humid daytime and even during nightime/morning hours.