I am pretty sure Egyptian in this context is Gypsy. The same term is used for Jamie MacPherson, as in MacPherson's lament, in this Wiki article -

Forasmeikle as you James McPherson, pannal [accused] are found guilty by ane verdict of ane assyse, to be knoun, holden, and repute to be Egiptian and a wagabond, and oppressor of his Magesties free lieges in ane bangstrie manner, and going up and down the country armed, and keeping mercats in ane hostile manner

I am not sure where the merecats fit in though :-)

Cheers

DtG