04-10-2015 08:47 - edited 04-10-2015 08:49
It will work but the costs are very high in Egypt. Have a look at this link and scroll down to the 'Rest of the World' Zone 3 and 6 countries.
You would be well advised to turn off voicemaIL..mobile data and data roaming. Use Wifi wherever you can. This way you can stay in touch with family and friends via Skype, whatsapp or messenger (as long as those people you want to get in touch with have the same apps)
PS It isn't necessary to let O2 know you will be out of the country but I have to admit the first time I went abroad I did contact them. (I didn't want any issues)