Hi there, I assume you followed this guide? https://royals.ms/forum/threads/how-to-egg-your-horntail-pendant.152450/ You have to stand where the pink baby dragon is, not where Vanas (in the guide) is standing, for the egg to appear. Try standing at where Raclette is standing in the photo attached. Hope this will solve your problem.
Yes I did! I've done all the prerequisite quests! It could be due to my using my phone's data as my university's WiFi does not connect to the server.
Usually when you lose the egg from inventory u should find a dragon stone as an use item... At least according to the picture above.