Lightning Wyvern eggs and nests spawn in a cave on the Fjordur map of Ark Survival Evolved. To find it you will have to travel to the Asgard Realm using the Fjordur Portal Cave (40.6 57.5), or by holding down the R key to get the teleport options wheel.
Lightning Wyvern Cave Coordinates
Stealing lighting wyvern eggs is going to be the most difficult of all the wyverns on the Fjordur map. I am still working out the best method, but right now, at least on single player, I plan to install some pillars in the cave to keep the wyverns from following me. I also plan to use one of my spare desmodus and a Fjordhawk to bring me my gear, and my eggs once I get killed by a lightning wyvern, which is very likely.
Other Wyvern Locations on Fjordur