What should I do to learn religious sciences, given that there are no nearby places, and is emigration the solution for a society that does not adhere to the teachings of religion?

To proceed: Praise be to Allah for guiding you. Your being alone should be a motivation for you to invite those around you [to Islam], for Allah bestowed His grace upon His Prophet by sending him alone. Had He willed, He could have sent others with him, but this makes his reward more complete, as Allah the Almighty says: {And if We had willed, We could have sent into every city a warner. So do not obey the disbelievers, but strive against them with a great striving by it [the Qur'an].}

There is no impediment to traveling in pursuit of knowledge; rather, it is a noble act of worship. Nevertheless, Egypt has a group of virtuous scholars, so you can acquire what they possess first before traveling.

Moreover, emigration from among people of sin is not obligatory; rather, a Muslim should change the evil as much as he is able. Emigration in pursuit of knowledge is not obligatory unless it is the only way to acquire essential knowledge. Therefore, emigration from Egypt is not incumbent upon you.