There's a walkthrough for Genesis Lemmings 2 on GameFAQs, and the author ranked the tribes' difficulty as follows:
beach 1/5
medieval 2/5
outdoor 2/5
shadow 2/5
circus 3/5
egyptian 3/5
highland 3/5
polar 3/5
cavelem 4/5
classic 4/5
space 5/5
sports 5/5
Obviously just one guy's opinion, and the fact is, within each tribe, later levels will tend to be harder than earlier levels, so the last level of an "easy" tribe you may still find more difficult than first level of a "difficult" tribe. I do agree with the assessment that Classic and Sports definitely have some of the more difficult levels. "Odyssey" (Space 8) is also amongst the difficult ones.