Revealing mistake: The shot of the two nuclear missiles being launched is used twice, just reversed. They seem to have changed the saturation slightly in one of them to make it look different, but there are identical clouds at the top left/top right in both shots, ruining the trick.
Revealing mistake: In both instances in the film where a helicopter explodes, it is quite evident that it is a model and it falls to the sea in one piece.
Revealing mistake: In the scene where the speedboat is landing onto the sea, after bursting out of the large tanker, one can see dummies on the speedboat.
Revealing mistake: When Jaws comes to the surface and starts swimming, you can see the sandy bottom of the water. There is not the 300 feet (or meters) that the depth gauge on the rescue pod shows.
Revealing mistake: When Jaws is attacking 007 and XXX on the train, Jaws picks up Bond and bangs him onto the ceiling. At one point in this, it is clear that Jaws is holding a dummy.
Revealing mistake: As Bond enters the night club in Egypt, the camera pans right to reveal two extras who appear to be waiting for their cue to start walking, but obviously miss this cue as they don't actually start walking until the camera is on them. (00:32:48)
Revealing mistake: When the boat blasts out of Stromberg's lair and lands in the water, it's obviously a miniature and the people inside are obviously dummies.
Revealing mistake: As Bond and the major are hurtling toward the surface in the "escape chamber" toward the end of the movie, you can see inside the window. The little toy escape chamber is about two thirds full of splashing water right in the area where they are supposed to be.
Revealing mistake: During the ski chase, just after Bond has shot Sergei Barsov, you can see several red and white overhead lights behind him.
Revealing mistake: When Jaws tears the roof off of the van, you see part of the 'metal' flapping easily. It is plastic or fabric.
Revealing mistake: When Agent XXX releases the mine under the Lotus, the shadow of the car can still be seen over the mine as it explodes, which should have left the car damaged at such close range.
Revealing mistake: When Bond and XXX are visiting Stromberg's home by speed boat it shifts or rocks in the water when they step on board. This is normal, because speed boats are very unstable. When they reach Stromberg, they have to step off, but the boat does not shift in the water as it should, in fact, the way the boat slowed and stopped was stiff and unnatural. Obviously indicating the boat was on a trailer for these scenes.
Revealing mistake: When Bond is in Fekkish's home and the woman that meets him gets shot after he spins her around, his gun appears already in his hand and he fires it. He never reaches into his holster to get it. (00:25:55)
Revealing mistake: As Jaws hits one of the poles holding up the scaffolding there's a cut in the video.
Revealing mistake: During the helicopter/Lotus chase the shots of the helicopter turning are used twice.
Revealing mistake: The escape chamber is being lifted into a ship at the end of the movie, but look closely. The reflection we see in the the window glass of the chamber is that of a sunny beach and several palm trees quite nearby, and what looks to be either a palm tree or a camera man in the lower right section of the glass.
Answer: First, it was indeed filmed at Karnak. Second, he rescues her because they are, for the time being, on the same side-therefore, she is an ally, and Bond won't just leave her to drown/die. I think, if he is even mindful of her promise during the heat of the moment, he would still consider it wrong to leave her behind; while the mission is on, she's a colleague in distress, and that's that. Once the mission is over, she can do what she likes, and Bond will deal with it then. (Though his surprise when she first draws the gun on him in the escape pod suggests he wasn't taking her threat seriously, so...bit of a freebie for him).