I had got the nether-warped egg on July 30 and when I checked my inventory it was not there on August 3. I checked my character bank and Warbound bank and it was not there. I checked the Item Recovery page and it was not there either, the last date for an item on the recovery page was July 17. From what I understand the item is to stay in your inventory for the full 7 days until it is able to be hatched into the mount.
the egg itself is BoP so your character’s inventory or your character’s bank
That was the first place that I checked, but thanks for the reply. From researching on the web/forums I’m not the only one that this has happened too.