Interesting, Air China has a direct flight from PVG to Milan MXP. So you could earn some of your long haul points on *A. I guess that's to your preference.
From PVG:
Turkey: You can get to Istanbul (IST) on Turkish Airlines, which is part of *A and also codeshares with Air China.
USA: ORD and LAX on AA (OneWorld), DTW on DL (Skyteam), ORD, LAX, EWR, SFO on UA.
Egypt: can't find direct flights.
India: Delhi and Mumbai on Air India, or Delhi on China Eastern. Not sure which kinds of miles you can
earn on Air India that would be useful to you. Maybe Turkish Airlines miles so some of your trips to Istanbul could be award flights.