Winning WW2 on Sid, especially with Japan, is hardly comparable to the other Conquests, not to speak of the epic game. A decent Emperor player should be able to do that.
That said, better try Mesopotamia at DG/Deity; easily possible that no one ever won with Egypt on Sid.
Egyptian UU horrible? Look at the Hittite one
Strategy tips...dunno.
I really tried hard to beat the Scenario with Egypt at Emperor for some time a year ago (when I had won with all other Civs at Emp/DG, even with the Medeans and only a single Wonder), but didn't manage it until recently. Surprisingly, the most important thing I learned from watching the AI Egptians - immediately settle the Southern edges of the map, or there will always spawn Barbs every couple of turns...
But nevertheless, Egypt above Monarch is one of the most 'painful' and unfun Civs in any of the Conquests at all. Try Phoenicians, Hitites or Mycenae at a decent level first.
@Lennon:
Increasing the # of turns will do exactly that, and nothing else. You'd have to mod that accordingly.