I'd see if you can get a favorable BA ruling that will allow the extra two segments as you are originating in CAI and have no way to avoid eating up your limit of two allowed segments between LHR and Egypt or the UAE.

Assuming BA laughs at you (which I expect they might) and you really want to go to DXB, this ought to get you there for a few extra £££. Originate CAI to BCN then do surface segment to LHR (buy a cheap fare on BD or IB or even BA, BCN-LHR). Do your DXB trip. At the end of your journey return to LHR and do another surface segment LHR-BCN and the last OWE segment, BCN-CAI.

If you truly plan to chance not returning to CAI to complete the journey then I would leave the BCN-CAI segment open dated. You are rolling the dice that BA won't come after you after the ticket expires.