Etihad may be a great airline if everything goes right, but if something goes wrong, their costume service leaves a lot to be desired

The acid test of any company is how they respond when things go wrong

i am surprised that there was not a ground agent to report this to at the airport - at most airports it is the ground agent who deals with the airlines bags and this is who you make your report to for missing bags. If you were looking for Etihad office this would have been a problem and might explain things.

You need to find out who handles baggage at cairo for Etihad and then contact them