This lack of flexibility is one of the downsides of using OW awards instead of other award types. Absolutely no routing changes allowed and no getting around that. AA diligently enforces and actively polices it. If you no-show for the LHR-CAI flight, your award ends and the subsequent legs cannot be flown. AA's computer will be notified by BA's computer that you did not fly the leg, and this works 99% of the time. Occasionally mistakes happen, but you risk being stranded in Europe.

As mentioned, CAI is perfectly safe (as safe as London, Paris or Madrid). Other parts of Egypt, such as Sharm-el-Sheik, tend to get the terrorist activity, and not Cairo.