Pronunciation of Aegis
Solution 1:
There isn't any clear definition of what "pronouncing it wrong" means that would be applicable in this case, so this part of the question cannot really be answered.
The pronunciation with the "long e" sound (the vowel in the word fleece) is more in line with the tradition of pronouncing the digraph ae the same as the letter e in English words from Latin and Greek. The pronunciation with the "long e" sound is also more clearly established in the sense that there are a number of dictionaries that give it as the only pronunciation, such as the American Heritage Dictionary and the Collins English Dictionary.
But the pronunciation of aegis with the "long a" sound has evidently become somewhat common for some reason. As Bread mentions in a comment, Merriam-Webster lists this as a possible pronunciation.
In terms of regional patterns, the Oxford English Dictionary implies that the pronunciation with the "long a" sound is more common in American English than in British English by giving the pronunciation as follows:
Brit. /ˈiːdʒɪs/, U.S. /ˈidʒᵻs/, /ˈeɪdʒᵻs/
However, I don't know of any patterns for the distribution of the pronunciations of aegis that have been identified beyond that. Since it is a fairly uncommon word, I would imagine that many people base their pronunciation on the spelling, so I wouldn't expect to see very strong regional trends.