Yes, the eggs speeds are definetly different, check the SnS screen. That is why I'm certain we dont get the red one, and we do get the yellow.
I agree with your "seperate chamber" and "out of place" theory, but the problem there is that only 3 of the eggs have special chambers and we know we have to get 4...
And I havent seen the X change colour myself, but I've heard it mentioned countless times over at gamefaqs...
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