I have a somewhat long and deep interest in the NWF in general and the Second Afghan War in particular, but am still no expert, but I've never seen visual or written description of Afghan tribal cavalry armed with lances, as opposed to swords and shields and firearms, but of course that does not mean it was never the case. The Afghan regular army of the mid to late 19th Century is an even more particular interest of mine, and I've never seen or read of lance-armed cavalry in their ranks either... but lack of evidence does not make it impossible.