Initialy Al Ahly were set to host Sundowns at Suez Stadium on Saturday but moved the CAF Champions League quarterfinal second leg to El Arab Stadium in Alexandria, more than 350km from Cairo where The Brazilians landed.
However, according to Sundowns official Yugesh Singh, the club has accepted CAF's decision to change the venue and will continue with the game.
Sundowns arrived in Egypt enjoying a comfortable 5-0 lead and Zwane has conceded that their game against the Egyptian giants is not going to be easy, but they ready to fight.
"We know as a team it's not over, we need to go there and fight," said Zwane.
"Its not going to be easy, they going to try come at us. There is gonna be pressure but we are going to remain calm and try to play our football. We will try score one or two goals."
Sundowns coach Pitso Mosimane has already hinted that he might start with striker Phakamani Mahlambi up front to try to pin down Al Ahly with more speed. Mahlambi scored the fifth goal for Sundowns in the first leg.