Hey,
There's a known issue where the Corrupted Omelette triumph is triggering before all 40 eggs are destroyed. However, the sparrow is not linked to the triumph but to the eggs themselves, so you must destroy all 40 of them to unlock it.
According to the API, you're missing one in the Last Wish raid. The one immediately after the Morgeth encounter:
https://www.d2checklist.com/2/4611686018434482836/checklist
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Oh... But I shot two after morgeth. Man I wish more people would do Last Wish raid. I waited forever last night, 2 people joined but then left because no one else was coming.