Master McCoy 2: Vengeance of the Time Traveling Cowboy - Master McCoy Series

Three young Arab women are tricked into placing bombs at a Nashville marathon race by their evil relatives. After capture by vigilantes, the women plot with them to bring these bad guys to justice. A young blond-haired, blue eyed reporter goes to the Philippines to do a news story, and is captured, and held for ransom by a terrorist group. The time traveling cowboy steps in and makes them pay a price for what they had done.
Later, he visits Cleopatra again, and she helps him punish some of these men in the cruelest way possible.