Is there any religious doubt in transferring money from the Egyptian Pound to the Kuwaiti Dinar, then to the US Dollar, and then returning it in Egyptian Pounds to Egypt?

If the transaction is as you mentioned, then there is no harm in it - Allah willing - if the actual exchange of possession or what is equivalent to it takes place; because it is a currency exchange (sarf) in which disparity is permissible, but delay (nasi'ah) is forbidden. This is based on the saying of the Prophet (peace be upon him): "If these types differ, then sell as you wish, provided it is hand to hand." So, dollars are sent to Egypt via deposit or transfer, and they are exchanged for Egyptian pounds hand to hand.