Wait I don’t remember where that baby dragon came from someone remind me ヾ(❀╹◡�...

iirc Between the first and second kidnapping arcs, Comet came from overseas on a shipping freight with the black and white foals. Yoojin is raising it for the dragon rider from Jupiter. The one who's obsessed with dragons and is crazy for Noah and Riette?

Nope, the one who came via freight was Blue, the hawk. Comet is implied to have been hatched from a dragon egg that was captured from one of the dungeons that the Jupiter Guild manages.