One of the biggest enigmas in the show (for me at least) is Ouroboros. It's named after a Egyptian/Greek snake that is forever devouring itself, often shown through symbols like this:
The building of Ouroboros are indeed reminiscent of Ancient Egypt. But also puzzling is how it exists. In the middle of the desert, far from any notable water source and lacking stone to build it? And there is also the function that removes sand, as shown when they first found the city. Physically, that can't work.