Does Egptian Arabic use linking vowels?

Does Egyptian Arabic use linking vowels between a word ending in a consonant and a following word beginning with one?  Specifically, in Lesson 4.5 (Adverbs) the text reads
اَنَا مِشْ جَايْ خَالِصْ I’m not coming at all (masc.)

('I'm definitely not coming.'  Possible?)

The audio seems to have an '-a' at the end of gayy - is the speaker, a woman, simply using the feminine form here, or is there just a grammatically insignificant vowel being inserted to make pronunciation easier?

Apparently it does - my hearing seems to be improving and I'm finding them in earlier lessons:

1.3:
اِنْتِ اَكَلْتِي كُشَرِي قَبْل كِدَه؟ Have you (fem.) eaten Koshary before?

So the question now is, are there rules for which vowel is used where?  Does it depend on the dialect of Egyptian?  With 100 million speakers, there must be dialects, right?