Perfectly safe to shoot .458 Win Mag in .458 Lott, but not the other way around. I have a Lott, and I predominantly shoot Lott, but have no hesitation about using Win Mag.
If you're traveling to Africa, I would take Lott ammunition if .458 Lott is what is inscribed on the barrel. Some countries may object to the mismatch of .458 Win Mag ammo with a .458 Lott rifle.
