They spawn just about anywhere around the Wyvern trench (and even in it) for a large radius. Seems to be wherever the map is black from lava damage. Found out they are extremely difficult to both tame and keep alive. The best method is to find a diplo near where you plan to tame the pyromain, kill all the animals by the diplo and then you kill or run from every enemy until you tame the pyromain, if more enemies respawn run since they have the best agility to the diplo after that then hit the diplo a couple times and flame absorb, repeat until diplo is dead (try to have it survive for a while by only hitting it a couple times between flame absorbing), by that time the pyromain has recovered most of its health that you took out and then just kill what won’t kill you.