Continuity mistake: At the submarine base Bond places a see through copy of the submarine course on the display and the two lines match up and are touching, in the next shot the bottom of the lines are no where near each other but meet further up in the middle.
Continuity mistake: When Jaws gets up at the phone booth, he puts his hand near the handle to open the door. However, in a close up shot of Kalba, Jaws' hand is level with Kalba's face, nowhere near the handle, and in the next shot back near the handle.
Continuity mistake: The position of Stromberg's "Atlantis" changes during the film. One moment its far enough out to see it takes a speedboat to get to it, then its so close to land Bond can get to it and back with his Lotus, finally its back out far enough at sea when the American submarine destroys it.
Continuity mistake: When Bond's car comes out of the water, the number of people on the beach keeps changing all the time: A couple on the shore next to the car appears and disappears and the crowd on the right side increases and decreases randomly.
Continuity mistake: A guy in the submarine sits down next to a couple of guys playing chess. The man behind is reading a magazine at eye level, which a frame later disappears.
Continuity mistake: A sailor on one of the submarines took the paper for the incoming telex with the new coordinates for the missile: code 0292765491. Then he reads the coordinates from this paper, but said something completely different: code 034285219.
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).