Egypt is a bit like Turkey and Russia, mostly in one continent and with a small part in another. As the Sinai Peninsula is in Asia, I don't think there are any countries in an "Asia-Africa" category.
He doesn't. If you're working off the COW quiz, countries are listed there under the continent each country has the greatest population in. Otherwise, using your logic, you'd claim he says the whole of Russia is in Europe!
I was going to make a quiz similar to this, but decided to search if it had already been done. And it had. :/ Anyway, are you going to add Turkey etc? I would suggest placing countries that border eachother on different columns, next to one another. Like:
...which is why we use the Quizmaster's rule of counting the whole Egypt in Africa :)
Panama | Colombia
Turkey | Bulgaria
Turkey* | Greece
*Merging the two Turkey cells.