That episode is definitely season two's "Faithful Followers," and Lacroix's friend is named Thomas. I believe the dialogue locates them near Khartoum, which is presently in Sudan (not Egypt). I don't know what country technically held it c.1921-1924 for the flashbacks, however.
Apart from being under British colonial rule, does anyone know anything more about the probable circumstances around Khartoum at that time?