you cannot have your cake and eat it
Definition:  it is normally impossible to simultaneously get two conflicting things that you desire
Usage:  the CEO wanted to have his cake and eat it - to run the company and to audit it as well

SEPEDI
Translation:  o ka se be le khekhe ya gago gomme wa fetša wa eja
Proverb: mafula mohla wa komelelo a senya mabele

XITSONGA
Translation:  u nge vi na khekhe ra wena u tlhela u ri dya
Proverb: loko u phasa mpfundla u ta tsandzeka ku phasa mhunti

TSHIVENḒA
Translation:  ni nga si vhe na khekhe yaṋu na dovha na i ḽa
Proverb: munangadzunde ndi mulamba khuluṋoni