1) With the Egyptian racial special ability to build 1 free building even if you can't afford it in place of an action. Would that allow a city to build two buildings in one turn? Or does that city forfeit their action in order to build the 1 free building, so long as they have the proper tech.
As I interpret the rules each of your cities have one, and only one, action each turn. thus you would only be allowed to build one free building or build one building and pay for it. The thing about the Egyptian special ability is that they can build one building without having enough construction for it. For example: The egyptian settlers have all been wiped out and their capital gives 4 Construction. The Egyptians could still build an Iron Mine in their Capital (provided they have the necessary tech and an empty mountain of course). Even, for that matter, if they in some way would have 0 Construction (i.e. all construction-providing squares are blockaded) in their capital they would be allowed to build any building there as long as they have the appropriate tech and free space.
2) With the U.N., what constitutes being targeted by a Cultural Card. Do they have to say "target player" or does it just mean any cultural card that is directed at you, you can choose to ignore so long as it goes against your will?
I believe that you may cancel any card targeting you or any square or object you control.