"Egyptian mules" could be an allusion to the siege of Khartoum, capital of Sudan. The Sudan was a dependency of Egypt, which in 1882 was invaded and occupied by the British to safeguard their strategic interests. The city was defended by an Egyptian garrison under the British general Charles George ("Chinese") Gordon. [i] Alternatively 'Egyptian' could mean 'gypsy' although the last usage in that sense cited by the OED is dated 1749. [ii]

References:
[i] https://www.britannica.com/event/Siege-of-Khartoum (accessed 25Nov20)
[ii] OED