Did they kill that lion for real at the beginning?

Since I didn't claim that any animals were deliberately killed in movies (other than in "big game hunter" movies shot abroad), I don't have to provide a "list' of such films, though I'm sure there were some. Since you insist that it could not have happened because of AHA oversight, please provide proof of that.

Most people did not have the same concern about animals' welfare decades ago that they have today. You seem to conflate concern about their well-being with simply not killing them. Most people would not have wanted to see, say, a dog hurt; concern for cats, so often the targets of sadistic morons, was considerably less. Those, of course, are common household pets, not the more exotic or unfamiliar animals few people ever deal with. But while most people may not have wanted to see animals hurt or killed, there was on the part of many of them an indifference to the suffering of animals or their basic treatment. This may have been the product as much of ignorance as anything else, but it was still widespread.

This in part explains why many scenes of an animal being killed or harmed -- a horse or dog or gila monster (as in The Treasure of the Sierra Madre) -- were depicted off-camera, so as not to be overtly gory. Of course, simply even faking or implying that an animal was killed or mal-treated, filmmakers were often conveying legitimacy to such acts in real life.

How well, for example, were the lions and elephants and other animals seen in The Greatest Show on Earth really treated? On the basis of later discoveries of Ringling Bros.'s mistreatment and neglect, probably not very well. Westerns often not only tripped horses and pulled them over for stupid effects during chase sequences, but many had rodeo scenes featuring "bucking broncos", and we all know what they do to make a bronco buck.

The film The Savage Innocents (1960) opens with actual footage of a polar bear being speared and killed by an Eskimo. Lizards used to portray dinosaurs in films such as Journey to the Center of the Earth (1959) and The Lost World (1960) weren't handled with kid gloves, not only having rubber appliances glued onto their skin without regard for its effect, but having fake lava poured over and engulfing them, or real rocks dropped on them. Dozens of horses were killed in the production of Solomon and Sheba in 1959, going off a cliff. Lots of films have shown birds being shot out of the sky, others show reptiles and chickens and other creatures having their heads blown off, and so on. Regardless of whether all of these were under AHA supervision or not, the point is that harming or even killing animals to achieve some cienmatic effect was not unknown or unacceptable. (I guess this is a partial list of films where animals were killed, not by "accident".)

Even where AHA supervision made sure animals were not "harmed" (and how can they so easily tell?), animals have been used as unsuspecting and certainly unwilling props for effect in scores of films. Many have been injured. As usual, human beings ultimately put their own interests first.

Anyway, the lion in The Egyptian probably wasn't hurt because (i) it would have been too expensive to do so, (ii) there was no reason to do so, (iii) there was no way it could be done to make sense in the movie (Horemheb didn't have a rifle), and (iv) most of the scenes involved a cartoon or a furry rug. A similar thing happened with the fake lion in Samson and Delilah.