For those who still believe that Christianity has never arrived in Siwa
Belgrave says (Page 88):
"Somewhere about the fourth century Christianity penetrated to Siwa, and the ruins of a church, or monastery, built probably at this time, where one can still distinguish the Coptic cross carved in stone, are visible at Bilad el Roumi, near Khamissa."
But apart from the archaeological remains (scarce and uncertain) what better testify the existence of Christians in Siwa is the fact that in the 4th century A.D. Siwa is a diocese (Ammoniace) with its own bishop (and we know some names) and that the title of bishop of "Ammoniace" still survives today in the "Annuario Pontificio" even if now, from many years, the seat is vacant.
In this time the oasis of Siwa is still a remarkable point in the administrative division of the Eastern Roman Empire (From "Notitia dignitatum et administrationum omnium tam civilium quam militarium")