The whole stint from Egypt to Canaan is unattested in the archaeological record, and there's some argument about the entry to Canaan as well. Archaeology only tells you things if something is left behind however, and there are other places where we know people were but cannot find anything of them (I'm looking at you Serabit el-Khadim...)

There isn't an agreement on where Sinai is either. There are several proposed Exodus routes (excluding the one actually mentioned in the text) and each one therefore has a suggestion for Sinai. The texts themselves are also vague and reference toponyms which themselves are difficult to place. Mount Sinai could be at Gebel Helal, Har Karkom, Gebel Sin Bishr (if you stick to a Sinai Peninsular location) but there are suggestions for it outside - Edom and Midian-Arabia have also been proffered.

The only person to claim historicity for Sinai, and to present 'evidence' for it, is everyone's favourite anaesthesiologist-cum-Indiana Jones, Ron Wyatt who claims it's at Jebel el Lawz. This is a fringe position and I don't know anybody in academia who follows it.