Can't travel from Siwa to Alexandria

Solution 1:

According to a Known Issues thread from Ubisoft:

Unable to leave Siwa

Description: We are aware of an issue where players are not able to leave Siwa and receive a “The game has not fully installed yet. Please wait for Assassin’s Creed Origins to finish installing and try again.” pop up.
Status: Under Investigation - Please get in touch with the Customer Support if you experience this issue and provide them with as much information as you can.

Looks like the only thing you can do is wait for a patch to be released.

Update: Ubisoft has put in a request for users with the issue in hopes of narrowing down the issue further.