I'll start the topic off with an idea I'd been pitching around today while waiting. I enjoyed the fluff about the Cult of the Burning Man in Egypt, and got to thinking about how all the factions could have been involved. I imagined Egypt as a sort of Cold War-esque battleground between the King's Empire and Abyssinia, as the British had a presence there at this time in the real world, and there were connections made between Egypt and Abyssinia in the fluff. The basics for the scenario I came up with were that Cairo gets hit similarly to London, and in the midst of the chaos, a group of KE and Abyssinian forces sneak in to get vital information while cultists and fishmen duke it out in the street.
The scenario would use the boxed sets from KE and Abyssinia, but led by Margaret and the Lord of Steel respectively. The forces would need to find and secure objective markers. The biggest twist would be that Speckled Crawlers and The Broken would spawn occasionally and fight with each other, but would readily attack any other forces they ran into. I haven't ironed out all the details, but it seemed like a good start.