The only place on this map I've found that you can breed them is the same volcano cave you find them. The Wyvern volcano in the south you can go inside it and down into lava lakes in the cave below. There is one smaller chamber that usually holds 2 magmasaur and an X-Rock Elemental (or a couple) and some X-Allos and some insects usually but it's pretty easy to clear them out. One thing I noticed when I did it is you want to face the female in a way that she drops the egg on the ground behind her and not in the Lava pool. The egg seems fine but I tend to like to avoid swimming through lava.