I found these quotes attributed to Cayce regarding the Sphinx:
On the Sphinx
"It would be well if this entity were to seek either of the three phases of the ways and means in which those records of the activities of
individuals were preserved -- the one in the Atlantean land, that sank, which will rise and is rising again; another in the place of the records that
leadeth from the Sphinx to the hall of records, in the Egyptian land; and another in the Aryan or Yucatan land, where the temple there is
overshadowing same. (2012-1; Sep 25, 1939)"
"...the entity joined with those who were active in putting the records in forms that were partially of the old characters of the ancient or early
Egyptian, and part in the newer form of the Atlanteans. These may be found, especially when the house or tomb of records is opened, in a few years
from now. (2537-1; Jul 17, 1941) ...[the entity] was among the first to set the records that are yet to be discovered or yet to be had of those
activities in the Atlantean land, and for the preservation of data that is yet to be found from the chambers of the way between the Sphinx and the
pyramid of records. (3575-2; Jan 20, 1944)"
"Q: Give in detail what the sealed room contains.
A: A record of Atlantis from the beginning of those periods when the Spirit took form, or began the encasements in that land; and the developments of
the peoples throughout their sojourn; together with the record of the first destruction, and the changes that took place in the land; with the record
of the sojournings of the peoples and their varied activities in other lands, and a record of the meetings of all the nations or lands, for the
activities in the destruction of Atlantis; and the building of the pyramid of initiation, together with whom, what, and where the opening of the
records would come, that are as copies from the sunken Atlantis. For with the change, it [Atlantis] must rise again. In position, this lies -- as the
sun rises from the waters -- as the line of the shadows (or light) falls between the paws of the Sphinx; that was set later as the sentinel or guard
and which may not be entered from the connecting chambers from the Sphinx's right paw until the time has been fulfilled when the changes must be
active in this sphere of man's experience. Then [it lies] between the Sphinx and the river. (378-16; Oct 29, 1933)"
In several of his readings, Cayce stated that the survivors of the lost continent of Atlantis had brought with them records relating to their earliest
history. These, he said, were carefully buried in a secret chamber somewhere near to the Great Sphinx, which stands guard like a sentinel over the
Pyramids of Giza. A second set of these records was taken, he said, by other survivors of the disaster to be buried somewhere in the Yucatan area of
Mexico. He also said that a third set of records still resides in the heart of Atlantis itself.