Pylons… eh. Doing this realistically rather than my napkin-maths, it would be a mix of many different solutions in different parts of the world, from competing environmental issues. Some would be pylons, some underground cables. Is the Sahara dry enough to run it on the ground, or in a concrete trench? I have no idea.
As a side note, every so often I keep being surprised on here by Americans who can't rely on the grid in winter because snow disables it, and some Californian forest fires are attributed to unmaintained pylons failing, dropping live wires onto the forest where they spark and light up the dry wood. These could both be resolved by burying more cables. Likewise within urban areas: here in Europe it's rather rare to see overhead lines in urban or suburban areas, unless they're over a tram/railway line.
IMO the real killer of any project like this, is geopolitics, not local politics. EU doesn't trust China, the US, or Russia; the current US administration doesn't trust or doesn't like basically everyone; Russia kinda gets along with China but few else; China would like to sell stuff to everyone but also have border disputes and other friction with many of their neighbours.