There are two open shops in the part of Station Square with the open manhole; the golden chao's egg is in one of them. However, every time you lift the egg from its pressure sensitive platform, the doors are barred shut. Go to the city hall area where you fought Chaos 0 and look near the walls and grass. An egg-shaped rock is here, which you can put on the platform in the store. You may now leave freely with the golden Chao egg.