So I suggest going in on a high level blood stalker so you can just swing down and pick up an egg then go back to your base or get out of render distance and come back. You could also use a high level ferox and feed it some element jump down grave an egg and climb back out and go back to your base but a blood stalker is better.
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.