Not a super market item, but you might see if regular menthol crystals are available in Egypt, used for some incense, inhalers, etc. Real, plain, menthol crystals. Things like this:
http://www.amazon.com/Menthol-Crystals-100-Natural-Greenals/dp/B003SAB3VY
In the US, common practice would be to dissolve some menthol crystals in either PG (propylene glycol, either USP or EP, pharmaceutical grade) or pure grain alcohol, however if you put some in clean water (preferably distilled), heat the bottle, shake periodically, they would likely dissolve. I appreciate religious injunctions regarding alcohol, and if you could not obtain a high proof (at least 75%, 150 proof, plain vodka), PG is also fine, with water a distant third.
Add a little bit of this menthol liquid concentrate to some glycerin (again, look for USP or EP, pharmaceutical grade, 99.5% or higher glycerin), with perhaps a bit more distilled water or PG, and you have a basic 0 nicotine menthol.
Propylene glycol may be available if you ask at a pharmacy, it is commonly used as a carrier, mixed with other things.
As others have mentioned, there are some flavorings common in the US that are used successfully, and many people DIY with flavorings from flavour arts out of italy -- their flavorings would likely not be difficult to import even if not available locally, as they really are not PV-specific (well, I don't know how many people would use the FA tobacco flavors for cooking, but those aren't a huge stretch).
Good luck!