Annual Colonial reports for the following countries are made available online by the University of Illinois at Urbana-Champaign
Gambia:
http://libsysdigi.library.illinois.edu/ilharvest/Africana/Books2011-05/466568/
Gold Coast:
http://libsysdigi.library.illinois.edu/ilharvest/Africana/Books2011-05/5530214/
Nyasaland:
https://libsysdigi.library.illinois.edu/ilharvest/Africana/Books2011-05/469188/
Other reports include Kenya, Northern Rhodesia, Bechuanaland, Nigeria, Basutoland, Swaziland, Uganda
Digitized Bluebooks and Administration Reports can be obtained against a reasonable fee here: https://www.britishonlinearchives.co.uk/collection.php?cid=9781851172740.
Why are the Colonial Reports, under Bechuanaland, all related to the reports for Gambia? Where are the Bechuanaland reports?