Although the locale is supposedly Alexandria, Egypt, it is the Ibrahim Pasha Mosque dome and minaret in old Rhodes Town, Rhodes, seen in center screen as viewed from the yacht.
It is stretching credibility for the captain to refrain from reporting the murder to the Egyptian police and allowing Poirot to investigate. Especially when the Egyptian police do get called in when Skinner tries to sell the dead woman's jewels. Also, there is the question of the issue of a death certificate how the body would be stored on board.