They don't seem to hatch any new iron. Thundernest has been empty since I picked it at start of the game. In another 100+ day save, if i remember correctly I still didn't see any new eggs (new iron, that is). Don't know if related but thunderbirds also wander too far away from their nests when scared and only slowly return (if at all).
Pick iron-egg. Wait 40-100 days. No new egg