Da ده

The Coptic Root: In ancient Egyptian and Coptic, the letter Ⲡ (P / Ph) was the absolute foundation for anything masculine. The Coptic word for "this" (pointing to a male object) was Ⲫⲁⲓ or Ⲡⲁⲓ (Phai or Pai).

Standard Arabic completely lacks a "P" sound, and over centuries of language shifting, the voiceless Egyptian P/Ph sound naturally softened and voiced into a D (د) or a soft Dh (ذ) sound in the everyday mouth. This phonological shift smoothly turned the Coptic Phai into the Masri دا.

The Syntax Rule: If an Egyptian were just trying to speak broken Arabic, they would follow the Arabic rule and put the word first (Da el-waled). Instead, every Egyptian says الولد دا (El-waled da / "The boy this"). This is a direct copy-paste of the Coptic sentence blueprint: Ⲡⲓⲁⲗⲟⲩ ⲫⲁⲓ (Pi-alou phai / "The boy this").

Another theory explains that da was reinforced by the Italian migrations into Egypt back in the early 20th century since they had a similar sounding word with the same meaning for this/that.