I also don't see Caesar [Kaiser if you please :-)] as wanting to be king, or having plans to merge Rome and Egypt. Caesar was as Roman as they came, and although he outshone his contemporaries he was a son of the same culture. For Romans, the sons of foreigners were not Roman and could not inherit, and a Roman king was an oxymoron.

It is, as Heraklia says, quite clear from his will. In the absence of a legitimate, biological son, for whom Caesar still hoped, Octavius would be adopted and made heir, in the traditional Roman way.