The problem here is probably that you’ve chosen a name that is completely foreign to them. Felicity is not a native Egyptian nor nativized Arabic name, to my knowledge – there are similar names in Arabic like Mabsoota (‘Happiness’), but then you’d be the one unable to pronounce the child’s name . There are some saints you would recognize that often end up as children’s names. We have an adorable two year old girl in our parish named Catherine, for instance, and many, many Marys.

Some kids get more Egyptian names like Abanoub, Demiana, or Bishoy (all of which are Egyptian saints; I think maybe St. Bishoy is venerated by the EO, but I’m not sure about the others…to my knowledge, none are venerated in the RCC). But there are more people with Western forms of saint’s names in my little church, possibly due to the somewhat mixed feelings Coptic people often have about Arabic the language (so we have two Georges, but no Gorgises). And plenty of people have not-recognizably-Christian-or-Muslim names, like Hoda (‘guidance’), Noora (‘light’), Nabil (‘noble’), etc.
Probably the name Felicity is as unfamiliar to them as Coptic names like Pigol, Amun, or Wissa might be to you. (Also, not to stereotype, but I have noticed that even the Egyptians I have known for years have trouble with short vowels…this is no doubt an inheritance from Arabic, which tends to put long vowels into most foreign words that are not nativized; consequently, I am “Jeer-ee-mee” to many people in my parish, or even better, “Jeer-ee-mai”, for people who have learned the word “my” as a separate lexical item. I just let it be.

I figure I probably mess up their names often enough, it all evens out in the end.)