Pyramids advanced to the semi-finals, despite losing 1-0 in the quarter-final second-leg at 30 June Stadium in Cairo.
Rodgers Kola scored the only goal of the match on the stroke of half-time for the Zanaco but the Zambian side could not overhaul a 3-0 deficit from the first-leg.
Hassania Agadir had an easy passage to to semi-finals after 2-0 second-leg win over Al Nasr at Stade Adrar.
Karim El Berkaoui and Redah Atassi netted late second-half goals for Agadir to give the Moroccan side a 7-0 win on aggregate following a 5-0 thumping in the first-leg.
Al Nasr finished the match playing with ten men after Abdulsalam Mustafa was sent off in stoppage time.
Horoya booked their spot in the semi-finals after beating Enyimba 2-0 win in the second leg at Stade du 28 Septembre in Conakry.
Simeon Sakin and Boubacar Samassekou scored in either half for Horoya in a 2-0 win as the Guinean outfit went through with a 3-1 aggregate win following a 1-1 draw in the first-leg.
RS Berkane went through to the semi-finals after edging El Masry 1-0 in the quarter-final second-leg at Stade Municipal de Berkane.
Larbi Naji broke the deadlock for Berkane five minutes before the break and that proved to be the winner, as the Moroccan side progressed with a 3-2 aggregate victory, following a 2-2 draw in the first-leg.