In flashbacks in Legends of Tomorrow and Arrow, it's in Egypt where Vandal Savage learns about the meteors coming and kills Khufu and Chay-Ara. But during his time learning about the sky rocks, he is attacked by Rip Hunter and fights him. Then guards take Rip and put him in a cell. Savage asks him why he tried to kill him, but Rip refused to speak and left him there to die. Then at some other point, Savage comes to the bed chamber and kills Khufu and Chay-Ara. When did Savage encounter Rip Hunter in Egypt, during his time learning about the sky rocks and killing Khufu and Chay-Ara? Was it before he killed them or after? I'm confused when in the timeline it happened.
I'll lay odds the writers aren't quite sure either.
Since Rip is in his cell for some time, it's possible he arrived before the murders of Khufu and Chay-Ara, and escaped afterwards. One of Rip's issues is he seems to cause bootstrap paradoxes willy-nilly, accidentally seeming to cause the event he came back to stop.