We found her! She’s here.
Arthur Harrow and his followers use the scarab to find the tomb of Ammit in the middle of the Egyptian desert.
The series did not travel to Egypt for the desert scenes. Rather, they visited Radi Wum, Jordan, which has been seen in multiple films from Lawrence of Arabia to Star Wars: The Rise of Skywalker, and even Dune. The exact location is difficult to determine, but it’s near the Wadi Rum village, which probably served as a base camp.
In-Universe the Tomb is located at 29°N, 25°E which is the border of Libya and Egypt.
MAP
(Moon Knight S01E03-E04 & E06, 2022)