Any guide and tips for Fighting Egypt?
Your biggest concern at the start is the Chariot Archers. Unfortunately, you have no good counter...yet I use scads of Militia Cavalry...very cheap, and they die by the hundreds, but...they get the job done. It takes two turns for Egypt to build a Chariot Archer unit and they have to come from Memphis at the start. Militia Cavalry take only a single turn so you win the battle of attrition. Militia Hoplites can hold their own against Nubian Spear, but you need to get to Levy Pike and then Phalanx Pike ASAP. Once you get to the Phalanx Pike the tide begins to turn. Forget about Ellies until you can field Armored Elephants. Once that happens, Egyptian infantry won't hold up. When you begin to field Cataphracts, Companians, and Silver Shield Pike....well everyone in the Middle East can put their heads between their legs and kiss their a$$ goodbye

Fighting Pathia they are so annoying with those Horse Archers
Again, Militia Cavalry but in combo with Greek Cavalry. You have to chase them around the map a bit, but once you corner them, they're dead

Even their cavalry is good, which is unrealistic, if I remember correctly Praetorian Cav is best cav in the game stat-wise, though I may be wrong on that.
Roman cavalry was actually pretty good once they learned their lessons against Gaul and the Carthaginians.

http://www.romeacrosseurope.com/?p=3073 Decent overview of the development of Roman cavalry. But...Praetorian Cavalry are a fantasy unit created by the devs.

Comparison with other elite cavalry:

Attk primary (secondary)/Charge bonus/Defense

Praetorian 11(12)/6/22
Gothic 12/7/19
Cataphracts 7(8)/9/23
Companian 10(12)/9/18