I just jumped all the way up to the top of the chimney you find on the top-right part of the veil, the one on the right side of the sun temple entrance. On top of it there's a red bird, when I shot it it dropped an egg, but then I wasn't able to pick it up, nor bind it or do anything else with it.
Now I'm back down in the sea, and I'm wondering if it might be worth it to jump up again and go through all that nasty jumping hassle, or if it would be just plain useless... so, what do you say? Am I missing something to get the egg?