I've spent a couple of years riding around Africa (pushbike), crossed via the Eastern and Western routes and I definitely recommend re-trying for the Egypt / Sudan visas one day. It took me four attempts to get a Sudan visa and I'm glad I did - it's the most stunning riding I've ever done (as well as the hardest), among the best people I've ever met.
Whenever the HPI frustration sets in, I keep having to remind myself that I've never been happier than when my home was a bivvy bag, my possessions fitted into four panniers and my outgoings averaged less than £5 a day.