Egypt is listed as "Very Hard", Alaska as "Insane", but personally I find Egypt to be the more testing of the two. Even with Alaska's supply countdown as well as the doom clock, I think I've had more success there. The final battle in Egypt definitely feels harder.

The biggest obstacle I've encountered in Alaska is the three wolf packs spawning on the last part of the map. It's one of those instances where you need to time your progression, because you don't want to have them spawning right before midnight.