How were you able to change the embassy on the DS260 form? AFAIK, you cannot change the previously selected embassy on the form itself. And from your above response it is not quite clear to me you actually listed your new address in Tanzania on the DS260 forms. So, here’s what you need to do:
You need to unlock your DS260 (yours and your husband’s) and update the current address to your Tanzania address. After resubmitting the forms, you need to email KCC to inform them of your new address and based on that you’ll request they change your embassy to the Dar-es-Salaam embassy. Include a copy of your lease agreement or utility bill, (something that demonstrates the new address) with your email to KCC.