He may have been influenced by the ideas of his friend who he was visiting at the time: Mystic and philosopher R. A. Schwaller de Lubicz (who studied the Temple of Luxor for several years and belived the GP and Sphinx were much older than claimed and were constructed by a Lost Civilization). However, Cocteau was a highly talented visual artist and I think its most likely that he made the association between Orion's belt and the visual layout of the Gizamids intuitively.

-Joe.