Difficult stage round Egypt's capital (5)
I believe the answer is:
steep
'difficult' is the definition.
(I've seen this before)
'stage round egypt's capital' is the wordplay.
'stage' becomes 'step' (I've seen this before).
'round' is an insertion indicator.
'capital' suggests taking the first letters.
The first letter of 'egypts' is 'e'.
'step' enclosing 'e' is 'STEEP'.
(Other definitions for steep that I've seen before include "Difficult" , "Marinate" , "not reasonable" , "Almost perpendicular" , "Unreasonably dear - soak" .)