Go join this site and you can interact with many expats who live in Cairo and will most likely be able to help with where to source ingredients.
I know some supermarkets deliver and that there is a Carrefour store in Cairo.
The Carrefour stores I have seen in Dubai and France carry most things you could possibly want, and Im very sure coconut milk especially!!
Vegetable curries will not really help you gain weight. Vegetables (thank goodness!!) are not high in calories. Banana's, full cream milk etc is what you may need to look at eating/drinking more often?
I make my vege curry by frying off onions and garlic until soft, add the curry powder to taste and fry for a couple of minutes. ( I use whole spices such as coriander/cumin/mustard seeds/turmeric etc, not curry powder but...) then add your vegetables cut into regular size pieces. Add the veges that take longer to cook first such as potatos/carrots, the broccoli would go in toward the end.
I also add skinned and pureed fresh tomatos or a can of good Italian tomatos. Also add a can of coconut milk, this makes the curry creamy and luscious!! Im sure you will find some.
If you have any, sprinkle garam masala onto the curry for serving. I use heaps!!
I am assuming you are getting proper medical attention, and if things are getting as bad as you say, maybe you need to think about returning home (where?) for good specialist treatment and advice.