The power of the turn 1 jihad is not to be underestimated. If there were Muslims in Scotland I suspect Egypt would be the blitz faction of choice.

Did you pick Vilnius for your first jihad? I'm not a big blitzer, but I wiped out the eastern part of the map in 30 turns with Egypt's first jihad to Vilnius. Sack Jerusalem, Iconium, and Constantinople, and that's just turn 3.