1. Is it possible to cross Africa form Marocco to Algeria, Lybia, Egypt? Do we need a travel agency to get a visa for Algeria, Lybia? Are the boarders open?
Marocco to Algeria has been closed for a long time. To cross Libya apparently you need a guide all the way. These two reasons have led us to abandon the idea of going that route.
2. Is it possible to find a ship, that brings our bikes from Egypt to India?
In theory you should be able to ship from anywhere to anywhere, but you will be without your bikes for a long time. Check the shipping database on this site (link on left).
3. What problems will occur, if we take the route from India to Myanmar, Thailand?
Not many people have gotten the necessary permits/visas for Myanmar. There were some msgs from a Burmese Agency in this forum lately offering to facilitate this, but we have yet to hear from anybody who's used them.
First of all, read through this and the other forums on this site. I think you will get a clearer picture of what you can and want to do. You will also come across some interesting links.
Then, you may want to ask more specific questions here.
Salut from Southern France, the bikers' paradise,