===Again guessing but could the term 'Gypsies' be derived from the fact that their dwelling place was known as 'Little Egypt' rather than the commonly perceived idea that it derives from 'Egyptians'? or both? I wonder where the earliest use of the name 'Gypsy' appears.===

Steve -
OED gives a 1514 ref to 'people calling themselves Egyptians' [tho the Dict unequivocally declares them to be of 'Hindu origin']. Variants of the term, e.g. 'gipcyans', gipsons', 'gipsen' {respectively Cromwell, Nashe, Spenser} appear from 1530s on. Seems to have been well-established by time Shax used 'gypsies' in AYLI [c 1600].