Well, the chick grew up into a chicken, but you’re still not sure how the egg got into that cave...

This ordinary chicken hatched from an egg in an area where various frightening dragons live and travel. There are no other chickens in sight, no sign of the hen that could've produced the egg. The dragons presume she's frightened all the time, although they leave her alone. For whatever reason, they have no desire to harm the creature. Even the youngsters and smaller breeds for whom a fowl would make a great meal don't entertain the idea of preying on her or even doing anything to shorten her lifespan. When asked, the residents of that locale admit they don't really know why the chicken isn't trying to escape them and why someone hasn't killed her yet. It's a real mystery for sure.