OK, so just to check, I can do the following:

1) Book it through BA Cairo (Mrs Sobhi), with the CAI-LHR leg being on BA metal. I prefer to use them rather than EMECO as I have a pathetic preference for using BA and also no intention to fly AA except intra-US
2) I will break the journey up in London, leave the other segments opendated and, when I want to fly the next leg, check availability on KVS, ring up the airline (i.e. CX for the LHR-xHKG-MEL flights) and book direct with them.
3) Is this correct and relatively painless?

Finally, I am at 17 segments and considering adding a couple more. Is there any tangible benefit to being e-ticketed rather than paper ticketed?

Many thanks for the assistance thus far!