RJ is a OW airline, so yes, they'll check your bags all the way through to Cairo.
My experience was when I flew from KWI-DOH-BOS-ORD (on QR+AA) and ORD-ATL (on AA). (ik QR flies directly to ATL, but I was on a mileage run lol) My suitcases had two baggage tags (DOH/BOS/ORD) and the second one (having only ATL). I was almost certain of my bags getting misconnected but they made it through!
This was a few months ago, so I assume you should be fine.