About Egypt, I believe Iggy that you over estimate the effect of the Islamisation. Egypt in OTL remained under Ottoman and thus Muslim control for an even longer period, up until the end of OTL WWI IIRC. After a brief period under Britain, again IIRC, they became an independent Egyptian state. I believe they entered into union with Syria and Iraq for a brief period of time, but the Pan Arab Union quickly collapsed. However, throughout the Turkification, Islamification, and Arabification, modern Egypt remains 10% Coptic Orthodox. A major Orthodox movement in the area could result in some serious damage and bloody guerilla style civil war, certianly enough to draw Federate attention.
As for Ethiopia, I didn't realize the Federate colonies were only coastal, this still, however, means a large Orthodox population. The only areas of 'Greater Ethiopia' which are majority Muslim are the Eritrean ports, the city of Djibouti, and scaterred provinces. As soon as you get away from the coastal cities like Masawa it becomes much more Orthodox, even in Eritrea. Also, IIRC, Sudan was under FK control, and Sudan, while majority Muslim, has large Orthodox populations (see southern province that may secceed and Darfur). Also, don't underestimate the binding and radicalising force of being a minority.
Oh, and Thayli, Orthodoxia in Greek literraly means "Orthodoxy." Thus, it would be kind of odd for the group to call itself Orthodoxy, when that is the name of the religion as a whole. The name I gave myself, Orthodoxia e Thanatos, which literally means in Greek "Orthodoxy or Death" was chosen becuase radical Orthodox flags in OTL, particularly in Greece, often display this motto. That monastery in Greece that opposed the Patriarch flies this flag.