The map shows "Alexandria, Egypt" just before the team arrives at the Great Sphinx. They have just left Alexandria (where they were searching for the Lighthouse). The Great Sphinx is located in Giza, Egypt, not Alexandria. In all other cases, the map shows where they are arriving, not where they've left.
Ryder makes a comment about the sphinx not being able to catch them at mach 5. Apparently referring to the heroes making an escape in the organization's corporate jet. Mach 3.5 is about the fastest a jet plane has ever traveled. In addition, this would be a military jet, not the private jet pictured shown in the movie.
A bullet is shown ricocheting around a stone room with almost a dozen bounces. Due to the deformation at each strike, a bullet will rarely bounce off more than three or four surfaces before losing its energy.
The creature, which is supposed to be a sphinx, is not. Some have claimed it is a griffin, but it clearly lacks the head of an eagle, which would be required for a griffin. The best description for the creature might be; "a griffin drawn by someone who didn't bother to find out what a griffin looks like."
The Sphinx, at minimum was always described or pictured as having the head of a human, the body (or haunches) of a lion, and the wings of a great bird; usually with a serpent for a tail. The Egyptian sphinxes were drawn or carved with the face of a man and were characterized as benevolent guardians. The Greek sphinx was pictured as having the face of a woman and characterized as malevolent, treacherous and merciless.
"Ether", referred to as the fifth element while the party is inside the Sphinx, is a Greek concept, not Egyptian. Further, reference is made to "five elements". The theory of "five elements" is an ancient Chinese and Japanese concept, not Egyptian. Also, Ether is not one of these elements.