Don't attempt to get a police report for money "stolen" from your locked hotel room. You will not be able to get a copy of your statement which you need for your insurance. I have been advised to say it was "lost". Then they may or may not give you a copy. The tourist police will not help you at all, they will only write it on a blank white sheet of copy paper and make you write things that are not true. They make it too hard for anyone to pursue it so like many others before me I am sure, I have to just drop it!
As I am still in Egypt I will need to follow this up when I leave the country, but I wanted to warn anyone travelling to Egypt. Anyone else who has had this happen to them?