The 2nd Anglo-Afghan War was a mix. Some units (like the 10th Hussars) were veteran India campaigners well outfitted with simple khaki tunics, but still wore their blue pants. From Baden-Powell's sketches, the 13th Hussars were in Home Service Dress - braided Atillas, and either the busby or a pith helmet with spike as headgear (BP has sketched both).
The 9th Lancers apparently started in Home Service Dress, but quickly ended up in a mix. I've seen single and double-breasted khaki, quilted coats and poshteens. Other units also varied by dress. I suspect a lot depended on the whim of the officers, and the length of time a unit was in country. Indian Cavalry units also were more colorful, and many were in yellows, blues and green tunics.
It's not Anglo-Afghan, but a good example of how things could have gone down was the cavalry brigade assembled for field service in the Anglo-Boer War. The 6th Iniskilling Dragoons wore full home service dress with pith helmets, while the Hussars sent out from India were in khaki.
As to whether you can use them, some modifications would be necessary. The helmets are not quite right (covered helmets were generally worn in Aghanistan), and obviously the uniforms are in Home Service dress as modified for Zululand. The auxiliary cavalry will work for the 10th Hussars, if you give them swords and scabbards - the 10th had a decent dismounted drill, and often fought carbine slung over their shoulder or at hand when mounted. The advantage there are the dismounts, obviously. Using them as the 13th would be more difficult - the frogged tunics of the Newcastle Mounted Rifles and the Buffalo Border guard are close to an Atilla, but they need swords, and the 13th would be much less likely to be going around Afghanistan carbine in hand.
The Dragoon Guards would need a lot of their finery removed to serve as khaki frocks, but they could work. Or you could just smooth out the helmets and paint your 6th DG in their blue uniform faced white if you wanted. I can't find much evidence either way whether they wore khaki or blue.
The Lancer figures would absolutely work as the 9th Lancers early in the conflict, with proper helmet modifications.
So, it's up to you and what kind of painting and gaming you want to do.