You can try for baby in the foreign locations and if you hear the chimes, your Sim should start showing signs of pregnancy when she returns home, as azokka361 has stated. It takes about a day, just like pregnancies that start at home. Babies will never be born in WA locations because a pregnant mother cannot travel after the pregnancy is known. If you travel after the chimes, but before the spin, she will just hold off on any pregnancy signs until she gets back home. It's always possible that your Sim simply didn't get pregnant when you tried in Egypt.