Here's a list of animals for your inspiration.  Many of them were actually forms taken by Egyptian gods; others are animals which are present in Egypt, and could be forms for gods in Heavy Feathers.  Don't feel limited to this list; if you have another idea, please ask.

antelope dog hippo oryx
asp dragonfly horse panther
baboon donkey hyrax pig
bull falcon ibis python
camel fish jackal ram
caracal fennec kite sand cat
cat frog leopard scarab
centipede gazelle lion/lioness scorpion
cheetah goat lizard serpent
civet goose locust shrew
cobra hare manatee snail
cow hawk mongoose turtle
crab hedgehog ostrich viper
crocodile heron ocelot vulture

Additionally, there were a number of mythical beasts known to the Egyptians; while not useful as totem animals, they may be interesting forms for shapeshifters.

dragon griffin phoenix sphinx