I last played it in Nightmare a while ago and I remember tight situations but not desperate ones. Although you might be right about secrets, I found 24/25 and they probably helped as they include some valuable weapons and power-ups. 

...after having completed my NM run yesterday, I fired up Leptis Magna again to go hunting for the last 2 secrets I had missed (I had previously found all of them several times over). My last quicksave was just before the last 5 or so enemies, I loaded that, killed the boys and got back upstairs to see what I had missed.
I retracked exactly the intended route and I came to the red key room, and naturally that was empty (I already found the secret of LM during the main run, doing the whole routine until teh collapse). I proceeded to the red door expecting to find the boulder blocking the path, but found the closed red door instead and the room intact, praying knights an' all! How come? Has anybody experienced the same before? 

I'm almost certain I misremembred my first run. I probably picked up the red key, saved, went to the red room and got killed afterwards. When I reloaded I must have forgot to go to the red room. Problem solved(an edit function would be great). 

OK, so I replayed Leptis Magna from the start on nightmare and this time I had no issues with ammo, which is a bit weird as I basically played it the same way. So it seems rather well balanced when it comes to ammo and I must have messed it up somehow the previous play.

It's such a wonderful map. I love how it comes up with surprises almost throughout the entire level and the secrets are just amazing as well.

@the silent, I'd love to see a 100% demo of the map. 

https://www.youtube.com/watch?v=JyLMPrO7kVA 

Ah, thanks! I thought I had searched on YouTube, but apparently not. 

The video was of course very helpful and it was nice to finally find all three tomes so I could access the keys. I really like how dynamic the map is, with sections opening up, previously walled alcoves being accessible etc.

But I still have one secret left and hope someone can help me with that. In the very last room there is an alcove you can jump into and shoot a red star on the wall, but there's still one red star remaining and I can't locate it. Annoying to have a single secret left... 

The setup is symmetric with respect to the center of the room :) 

WTF, I had already looked there. Guess it would be easier if I upped the brightness a bit when looking for secrets. Anyway, thanks, now I can rest in peace. 

Perhaps reported earlier, but I have a glitch with the runes. After finishing the four maps with the runes, there are only two showing up in the antechamber with the portal to ad_end, so I can't proceed.

Guess I can use the console to add them, but I just wanted to report it.

BTW, Foggy Bogbottom was even more epic than usual with the help of watching a 100% play through, as I had missed lots of secrets and the entire roof top section previously. 

So I started over and redid the four maps with runes and this time it worked fine. 

Isn't there a longstanding bug with runes and savegames? Does someone remember? Maybe it was that.