The oneworld Explorer fare product can give fantastic value but its rules are outrageously convoluted to the point a lot of airline staff simply do'nt understand them and you'll get different answers from different agents (sometimes at the same airline) depending on who you talk to.
The booking tool on the oneworld website is as useless as the proverbial on a bull. It's full of bugs and doesn't even adhere to the (very lengthy) published rules. If you do get it to work (which is highly unlikely), the ticketing carrier will almost always be the carrier of the first flight. Your country of residence has no impact.
The current overall cheapest starting point is Egypt. Bases fares are USD4212, USD4570, USD4700 and USD5348 for a DONE3, 4, 5 and 6 respectively.
Oneworld options in and out of Egypt are limited. I believe CAI is the only city served (
maybe Sharm el-Sheikh too) and then only by maybe five airlines. The big downside to starting in Egypt is that the rules then limit you to just two stopovers in the entire continent of Europe/Middle-East.
American Airlines has a dedicated oneworld Explorer (and probably Global Explorer) booking desk but it will insist on at least one overwater (i.e. TPac or TAtl) segment on AA metal.
There is a lengthy thread on
FlyerTalk where you'll get much better information than here.