There are two eggs in that strike. The first is in the elevator which it looks like you've shot. The second is in the area where you have to drop down past blights and floating rocks.
You can see the location of the second egg in this video at about the 1 minute mark.
https://www.youtube.com/watch?v=iRwbwVlFJ9M
English
-
I checked there too, in case it respawned or something else when I returned to the strike, but it wasn't there. I know without a doubt that it's the elevator egg, and my triumph is bugged.