Question

How does MME get UE IDENTITY, when MME does not found its GUTI in it self & neighboring MME ?
where MME could not find UE's info in itself & neighboring MME/SGSN.

Answer 1

It is the case when UE re-selects from UMTS/GPRS to LTE or vise versa.

If you were on UMTS network you will have P-TMSI and after TAU you are camped on LTE cell.
but MME has not assigned GUTI to you.

In this case MME can contact the UMTS SGSN to request the subscribers current profile (IP address, PDP contexts, etc.).