The term 'Sinai Setting' is a reference to the Sinai Peninsula, a triangular landmass located in the northeastern corner of Egypt and the southwestern corner of Israel. The crossword solution for this term is 'ARABIA, ' which refers to the Arabian Peninsula, a large peninsula in Western Asia at the junction of Africa and Asia. ARABIA is bordered by the Red Sea to the west, the Persian Gulf to the east, and the Arabian Sea to the south.