I assume by your minimal "what water" comment you mean the Sahara couldn't support this concept because it lacks water? Considering the fact that you don't need

I assume by your minimal "what water" comment you mean the Sahara couldn't support this concept because it lacks water? Considering the fact that you don't need a lot of water for this to work, there are several things that could be done easily and without a lot of additional cost (in relation to the value of the energy output). 1) Drill wells. There is subterranean water in many places, including otherwise arid landscapes. 2) Transporting water in a pipeline is also pretty easy, especially if you need pipes to transport the gaseous products anyway. 3) Considering the energy density, you could even carry it by truck over a dirt road once in a while.