Just to nail this part down, I went ahead and pulled the exact stats for Egypt actually being captured by the Germans with an extra British infantry added in and its 35%:
You have to convert one tank to a fighter and select “Retreat when only air left”. This will ensure the calculator leaves one of the tanks alive along with the bomber resulting in an Egypt capture.
And if it helps, I have lost as the Allies even after holding Egypt on G1 (I’ve also won games after losing it on G1 but in that case, I feel experience won the day). And after reading your second post, I will say that when I make balance recommendations in the videos, they are very conservative relative to what I feel is the true game state. In other words, I’d rather the game remain imbalanced than go too far with too much for the weaker side. I might also make that more clear in a future video. Anyway, I hope that helps try to convince your group to adopt that second infantry into either Yunnan or Egypt - or even both for a total of three… or an additional bid of some kind.