For fixed $x \geq 0$, find $\lim\limits_{n\to\infty}1-\left(\frac{n-\lambda}{n}\right)^{nx}.$
Clearly, the object of interest is $\lim\limits_{n\to\infty}(\frac{n-\lambda}{n})^{nx}=\lim\limits_{n\to\infty}(1-\frac{\lambda}{n})^{nx}$.
This closely resembles $\lim\limits_{n\to\infty}(1-\frac{1}{n})^n=\frac{1}{e}$.
Otherwise, I am lost.
The approach is the standard one in the case of limits of the type $1^\infty$: $\Big( 1- \frac \lambda n \Big)^{nx} = \Big[ \Big( 1- \frac \lambda n \Big) ^{- \frac n \lambda} \Big] ^{-\frac \lambda n nx}$. The quantity between square brakets is guaranteed to tend to $\Bbb e$, so you only have to compute the limit of the exponent, which in this case is $-\lambda x$. Therefore, your limit is $\Bbb e ^{-\lambda x}$. This is for the case $\lambda \ne 0$, so that you may be able to write the fraction $\frac n \lambda$. If $\lambda = 0$, then the limit is trivially $1$.