The Giant Umbrabow Egg is a map landmark you meet on the Egg Heist operation, so it slots in wherever that run takes you rather than sitting off on its own errand. There is a single marked spot for it, and that spot falls within the Mountain Sanctum. So this is not a landmark spread thin over the whole operation; it sits in one area, which makes the Mountain Sanctum the place to work towards when you want it.
Areas with Giant Umbrabow Egg
| Area | Level | On the map |
|---|---|---|
| Mountain Sanctum | — | 1 |
So it comes down to a simple choice: make the trip to the Mountain Sanctum for the one spot, or sweep the wider map hoping to turn up more. I would head straight for the Sanctum, since that single stop is the whole of it and the rest of the map holds nothing for this. It pays off twice over, too, because the Luxurious Ruin Chest stands within sight of the spot, so the same short walk puts both in reach without any backtracking.
Open the Aniimo interactive map to see it with every other filter, or pick another from the list.