Note that right from the start Egypt does not have an airbase, so scrambling would not be possible at all.
Also planes from Egypt can never scramble to SZ 96, as the only seazones adjacent to Egypt’s airbase (provided an airbase has been built there) are the seazones 81 and 98.
For the rest I refer to the rulebook, Europe 1940.2, page 15:
“A quick reaction team of no more than 3 defending fighters
and/or tactical bombers (strategic bombers can’t scramble)
located on each island or coastal territory that has an
operative air base can be scrambled to defend against
attacks in the sea zones adjacent to those territories. These
air units can be scrambled to help friendly units in adjacent
sea zones that have come under attack. They can also be
scrambled to resist amphibious assaults from adjacent sea
zones, whether or not the territory being assaulted is the
territory containing the air base …”





