Fascinating, I'd never heard of this belief in an iron heavens. Very interesting that the biblical Daniel foretells an empire of iron as the last empire to follow Nebuchadnezzar's. Would Daniels original audience have read this as a "kingdom from the heaven's" with this Egyptian context in mind?
I'm not sure whether the original audience would have interpreted that as meaning Egypt or not. But by the time of Christ that verse was interpreted to mean the Roman Empire, which is one of the reasons there was so much messianic fervor around that time.