Seems to be random spawn, I couldn't find the egg in my save file either, but you can spawn it by typing in the command c_spawn ("mir") into the console window.
Hanok should be in Wharangs YinYang tab (the last one), but I do find it rather bothersome there are some things missing in mine. I know this mod used to have some carpeting options and I think some fences as well. I've been trying to find them but no such luck myself.
As for the firework option you need to collect 100 soul heart, you can find how many you have by pressing f11. You can get them by killing monsters and eating meat. So far I've found the easiest way to do so is by harvesting spiders. good luck!

Edit: found out the walls and floors were not appearing because I had my save set to be shipwrecked compatible. Additionally the Hanok and Octagonal Pavillion can only be found if you stand near an ancient psudoscience altar if your save isn't shipwrecked compatible. you can spawn one by typing the command prompt c_spawn ("ancient_altar") into the console window. Otherwise you'll need to venture into the ruins.

@Meep thank you, that was very helpful!!

Also what are these pepper tree things, I found some but don't know what to do with them.