Can definitely confirm that 3,000 gold to Haldor on a map where you've beaten Yagluth will get you a pair of eggs you can take anywhere you like. Hens last a lot longer in a yard that isn't under constant threat from trolls and bats and the like.

For hatching, I've found a little shed off the firebox end of a working hot tub makes a great safe place where your birds won't self-immolate right out of the shell.