I've given this quite a bit of thought and research, and even constructed simulated lines for some of them to explore their economic feasibility. You will be seeing a lot of this in my upcoming AH "Shadow of God", a more successful Ottoman Empire with a POD in 1876.
On the map, some of these are not feasible. The line across Libya is not possible economically and technically - it would have to pass through endless stretches of uninhabited desert; building and maintaining the line would be incredibly expensive and it would be cheaper to use sea transport.
Your line through Uganda runs through impossible terrain.
The direct connection of Egypt and Sudan was studied, but the last section between Aswan and Wadi Haldfa runs through impossible terrain; the line would have to travese a long series of sudden and deep ravines at right angles, which is why it wasn't built. It wouldn't matter that much anyway since the gauges were different and would require transshipment in any case.
That's an overall problem - North Africa uses a lot of standard gauge, but also several types of narrow gauge, and sub-Sharan Africa is split between meter gauge and 3.5' gauge, which is a little bit less of a problem as track and rolling stock could be regauged in this case, but it would still be a huge project that would have to be coordinated by many different governments.
The one I can see is the line connecting the Sudan with Kano in Nigeria - that passes through Wadia, Baguirmi and Bornu, all established states with reasonable possibility for development, but political unity would be required to accomplish it.
A line connecting Tunisia with Tripoli is possible, and perhaps could run a bit south to reach the Sahara plateau and thus greatly increase the utility of the caravan routes to Lake Chad and Kano.
Anyway, most of these wouldn't make too much difference, except the Sahel route (through Chad) which would greatly facilitate development and the movement of labor. The Ethiopian connector line would also probably be a good thing both for Ethiopia and its trade outlets.
How would the history of Africa be different if there were more extensive rail links? Suppose the European powers in the early 20th century put much more effort into linking Africa by rail.. including Cecil Rhodes's Cape to Cairo railway of course, but also a coastal railway linking all the cities in North and West Africa. This would mean freight could more easily move between countries and today it would be possible to travel from Cape Town to London by train.
(map from
here ,black = new rail)