Or the opposite, which African countries had no real basis or example of national/ethnic/cultural unity prior to their colonial institutions?
I believe the question being asked is if there are any African nations that owe their shape and/or territory to native institutions (cultural or legal), or if they owe it to colonial politicking and treaties.
I don't think Egypt is too proper an example. Its territory had been reduced and culturally developed through numerous invasions prior to the European colonial period.
Because of the wholesale nature of how each country was created, this question isn't quite practical. You can point back to ethnic or cultural groups that have historically controlled the regions that modern countries reside in, and posit a national identity forwards. If you're asking which countries have a longer continuous national identity ala Egypt, I can name a few (Ethiopia, Mali, Madagascar) most countries in Africa had some sort of polity existing there before they were taken over by European countries. You're going to have to be much more specific in wording your question if you want a better answer. There are hundreds of countries and even more unified cultural groups that have existed in Africa throughout history.