My breeder told me that certain medication and dosage can be a problem for Maus. One of her clients lost a kitten because it was given the typical dose of something, but it was too much for the Mau. I've read this on some sites but seen others refute this so I'm not sure what's going on. I didn't want to take a risk with my kitty so I had my breeder's vet neuter her. However, Wintermuse has some allergies, it seems. The vet recommended cortizone, I believe, to ease her sudden coughing. (It was tracheal irritation - if anyone else has this issue, can you post?) His Siamese had the same issue and responded well to the shot. In addition to the coughing, she sometimes had redness on her skin or little bumps.
She got a shot and improved. Then about 6-8 weeks later, a patch of hair fell out on her neck! This was 7 days after a stressful weekend with other cats so I wasn't sure if she caught something from them, had a delayed stress reaction, or had ringworm/allergies/something terrible. Back to the vet we went. They declared it was allergies. They wanted to give her another shot, despite saying it should have been a 6 month thing. We inquired about this apparent about-face, and she said that you can safely get it every 6 weeks.
I declined. I didn't want to take a chance that it was too soon, given this supposed sensitivity to medication. The vet gave us an alternative - 1/4th of a 10 mg Zyrtec every day for 30 days. I spent the next four weeks cutting up tiny allergy pills into quarters and putting them into Greeny's pill pockets. She lovedddd the duck-flavored pill pockets. Getting Zyrtec was the highlight of Wintermuse's day. The problem cleared up. That was around Thanksgiving.
At the beginning of January, her coughing returned and has gotten worse. I've put her back on Zyrtec, but it's hard to tell if it's working. She's still coughing every few days. She has her rabies shots coming up at the beginning of February so I'll see the vet again. She's already getting a bunch of shots so I guess one more won't hurt....
That said, when she got her allergy shot, she jumped and bit through my finger... it was partly my fault and partly the vet's fault, but I'm apprehensive about the whole experience!
I don't want to be over-reacting to some coughing and put my little girl at risk due to over-medication, but I don't want her to keep coughing, either. She lies really flat and hacks like she wants to cough up a hair ball or vomit for 15-60 seconds. (She has never had a hair ball, and we ruled out anything stuck in her throat at the first vet visit.) It's sad to watch.

I'm curious to see if this goes away once spring comes and we shut off the central heating and go back to more humid weather.
Other than the coughing and occasional skin redness, she's perfectly healthy. She's slender, energetic, an amazing runner and jumper. She doesn't seem to be short of breath during our sessions.
Anyway, feel free to share if your Egyptian Mau had similar issues.