Were any remains of the lost Roman legion in Egypt ever found?

Cambyses II - Wikipedia
https://en.wikipedia.org/wiki/Cambyses_II

Cambyses II (d. 522 BC) son of Cyrus the Great (r. 559-530 BC), was emperor of the .... In the decisive battle at Pelusium the Egyptian army was defeated, and .... and human remains that it believed to be traces of the Lost Army of Cambyses.
?Battle of Pelusium (525 BC) · ?Bardiya · ?Psamtik III

Not Roman, but maybe what you mean Creedy?

There was at its height three Roman Legions stationed in Egypt, Legio II Traiana, Legio III Cyrenica and Legio XXII Deiotarianaonly. Only one was presumed "lost", Legio III Cyrenica.

The Legio II Traiana was renamed Germanica in 213.

http://www.livius.org/articles/legion/legio-ii-traiana-fortis/?

Legio XXII Deiotariana was disbanded during the Bar Kokhba revolt of 132-135.

https://en.wikipedia.org/wiki/Legio_XXII_Deiotariana

"Internal security was guaranteed by the presence of three Roman legions (later reduced to two, then one Legio II Traiana) stationed at the grand capital Alexandria. Each of these numbered around 5000 strong, and several units of auxiliaries."

https://en.wikipedia.org/wiki/Egypt_(Roman_province)

Legio III Cyrenaica was presumed lost around AD 630 fighting the Muslim conquest of the Levant.

https://en.wikipedia.org/wiki/Legio_III_Cyrenaica

The Muslim conquest of the Levant took place in the are of what is now Israel, Lebanon, Syria and Jordan, so the remnants of Legio III wouldn't necessarily be found in Egypt.

https://en.wikipedia.org/wiki/Muslim_conquest_of_the_Levant

You must be meaning the notorious mystery and unknown fate that surrounds the disappearance of the 9th Legio VIIII Hispana, which is the only roman legion which is considered "lost" and its fate is still completely unknown and based on theories.

While so far the most prevailing theory has been that 5.000 men were mysteriously lost in the swirling mists of Caledonia,(Scotland) in 108-110 AD , recent researches suggest that the Ninth Legion was for a brief period after 121 at Nijmegen in Germania Inferior.

A theory that gains popularity the last years claims that after the last recorded appearance of the Legion, was destroyed together with the Legion 12, in Second Jewish Revolt in Judea (Israel today) and not Egypt.

There have never been found any evidence of human remains of the 9th Legion but only stamps and stone inscriptions of its existence if you ask that.

http://www.livius.org/articles/legion/legio-viiii-hispana/
http://www.bbc.com/news/magazine-12752497
https://en.wikipedia.org/wiki/Legio_IX_Hispana
https://www.historia.ro/sectiune/general/articol/the-enigma-of-the-ninth-legion