Grasshoppers belong to the order Orthoptera, which also includes locusts and crickets. Worldwide, there are more than 20,000 species in this order. In this image, you can see:
The Cone-headed Grasshoppers are very common in the wadis around Dahab, both in their black adult phase and their pale/yellow colored nymph phase. And are often seen mating, the large female carrying the smaller male on her back.