Between CAI and NBO you only have MS and KQ operating nonstop flights (the majority are by MS). Unless you intend to purchase these flights (return or oneway) seperately, you need to choose from either airline's Alliance.
MS --> *A
KQ --> SkyTeam
Is my finding correct, that BZE is only served (relevantly i.e. into direction U.S. / Europe) by TA (with UA codesharing) and AA ?
If so, TA/UA should be first option to look into.
Then there will be two options to investigate:
a) Fly BZE to CAI / NBO and return to BZE or
b) make it a Round-the-world (RTW) trip.
A RTW actually might become the more interesting option.
If so, go to www.staralliance.com and download their RTW-planner (this is also handy for planning in case you intend to return the same way you came to Africa).
If, however, you intend to go with SkyTeam, you should look into flights via AMS from where there are suitable onward connections to NBO on KQ/KL (with a seperate feeder flight BZE - IAH ?).
Be openminded to make CAI either a stop over or a sidetrip from NBO on a different ticket (or the other way round, making NBO a sidetrip from CAI). When making a sidetrip, you will not have to stick to the alliance that transports you longhaul.
In both cases check your relevant immigration requirements for multiple entries in either country.
Carpe diem ! Life is too short to waste your time ! Keep in mind, that today is the first day of the rest of your life !