Egbedi has residence permit in Europe, but that was not enough to get him into Tunis.
He will now have to fly to Nigeria to obtain an entry visa and then join the squad on Tuesday.
"He will join us on Tuesday. We have put everything in place to ensure he comes on this day," said team secretary Aliyu Lawal Ibrahim.
Meanwhile, Metz midfielder Saliu Sodiq and Mikel Agu from FC Porto have joined up with the squad as expected.
Sodiq arrived on Wednesday, while Agu was received by assistant co-ordinator Abdulrahman Umar at the Tubis Airport on Thursday afternoon.