Im playing Rag atm and have scoured the desert 3 times, I cannot find a thorny dragon nest anywhere.

Spawn codes spreadsheet mentions thorny dragons so it would be weird if they didnt work

There is a comment somewhere that the mod doesn't affect mythical creatures. So for the phoenix and wyvern if they aren't in a map they don't get added. For the others I would check the spawn command list. That will show you what you can expect to see.

Whenever you run across a fantasy creature, such as a wyvern, it's tamed with vanilla methods. They will also be vanilla levels so quite a bit stronger than any Hunted tames since they don't start at level 1.