Trivia: Robert Brown (Admiral Hargreaves) would later replace Bernard Lee in the role of "M" from "Octopussy" to "Licence to Kill".
Trivia: When Q delivers the Lotus to Bond and Anya, Anya greets him with "Good morning, Major Boothroyd." This is the only time in the films that Q's name is given. (His name in the novels is Major Geoffrey Boothroyd.).
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).