You have to go on top of the vulcano,to cords X:78 Y:18.
You need a parachute, grappling hook and maybe some sleeping bags and it's always good to bring some water with you.
Now you have to run in the cave and follow the crystals.
When you see a big hole use the para and jumb down.It's very helpful to land on a high rock or a ledge to spot an egg and may wait for an pefekt opportunety.
Now all you have to do is use the para again and land near a nest, grab the egg and use the grappling hook to get to an ledge or any high ground where you can't get shot and now tp. out and you've got it.
I’ve found the eggs. The eggs are located inside the volcano in an amethyst cave. There are lava pools with groups of magmasaurs in them. There are small islands with craters in them, within those craters the eggs are nestled within. But be careful there are lots of magmasaurs, magma, and what look like varient rock elementals.
When raising Magmasaurs, you can incubate their eggs with either standing torches, dimetrodons (level melee only, it increases the incubation effect), air conditioners or a combination of all of the above. It takes a LOT of heat.
They eat Ambergris which can easily be mined from the lunar biome with an Anky (for the best yield).
Higher level Magmasaurs are best to raise, they have better food value.
At the “Juvenile” stage when they can be on trough, you can put their food (Ambergris) into a trough which helps with raising multiple tames (or bring over a character that has Tek unlocked and use a Tek Trough to preserve the food). (I play Xbox official).
Low level Mags might not look like they are taking food from the trough if their food value is low. Watch them and see if they eat once the value reaches zero. Higher levels do better for some reason. This knowledge might save someone some sleep. :-)