The Zanaize eggs seem to be made up of scrap metal, yarn, and some sort of paper. The wand that is connected to the Zanaize egg serves as the "power" source for the creature inside. If the wand is removed from the egg, the creature will die. Be very careful when handling this egg.
The Zanaize are believed to be the creature with the most magic associated with them. Even though the wand that they carry is part of their life source, they are able to grant very small wishes when they are younger and build up to extravagant ones when they are more mature. But if they somehow lose their wand, the Zanaize will die. This is why the wand is attached to the Zanaize by strings.
The Zanaize is also a very isolated creature and is never found in a pack. For this reason, they tend to like to be on their own and are hard to domesticate. Taming one of these elusive creatures is a goal of most Ark citizens.