Two sources I've checked (
1 and
2) coincide in indicating that
pyramid came into English through Old French
pyramide, which is a word of Latin origin. Latin had borrowed its term from Greek
pyramis which, it seems, has its origin in the very Egyptian language, in the word
pimar, which stood for pyramid.
It seems that up to the Greek word there is full consensus of the etymology.
Another etymology I've found for Greek pyramis (in Spanish) relates it to Greek
pira, pyre in English, because of their similar shape.
Finally, the
RAE (also in Spanish) points out that
pyramis originally stood for a kind of wheat flour cake in the shape of a pyramid, and that
pyros meant wheat flour.
I guess you already knew about this etymologies. In my opinion of the four sources I've mentioned the first two are the most reliable. I hope this will help you.