The attackers took over the bus on which the nuns traveled, took them hostages, and drove off.
A collective statement signed by 20 French personnalities draws attention to the issue.
President Ortega's regime has already ordered the closure of nine Catholic radio stations and three Church-affiliated TV stations.
A rescue mission to recover a U.S. citizen held captive in West Africa was carried out the same day.
The nuns are associated with the Rural Missionaries of the Philippines, a Catholic group.
The sisters lost their lives in an attack on a group of sisters last Sunday.
Catholic nun asked security forces not to shoot young demonstrators who were protesting peacefully.
Unlike in the neighboring Democratic Republic of Congo, attacks on Christians in Zambia remain rare.