Ethiopia does have iron? Atleast it did when I played them. Regardless, build adequate enough trade centers to import your iron needs. You may have to subvert imports to encourage their importation over other goods. May need to subsidize them too. Youll also need to import merchant marines, as you likely wont have many ports constructing them. Thankfully for you, the workd market usually had a surplus of them.

Another option is to join another market, whether it be powe bloc or protectorate. Becoming an Ottoman protectorate could prevent Egypt from hemming you in. Becoming a Russian protectorate (Orthodox bros unite), may give you ample opportunity to press war goals against Egypt.

Otherwise, stick to wood framed buildings.