Couple of things - 1 the Sudanese Embassy in Kenya was always reluctant to issue visas as they were concerned that travellers would enter from Southern Sudan which they want to stop. You may find the situation is different in Ethiopia, in fact very likely.
However if you can't get a visa in Addis Ababa, other options for heading north are to go up into Djibouti and across to Yemen or to Eretriea and then into Yemen / Saudi. Met some Czechs that had come down from Jordan / Saudi / Yemen / Djibouti / Ethiopia in a 4x4.
Hope it helps
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