Where can I find Blood Dragons wearing brain-cages?

Solution 1:

There are a few that guard garrisons, and you'll encounter a few during the campaign missions. I didn't find enough this way, personally, and so I had to farm them a bit.

For Set Them Free, you’ll need to target blood dragon braincages. Only some of the blood dragons in the game have braincages – you’ll find these dragons near Omega Force garrisons and during story missions. I haven’t seen many roaming the wilderness, but they do pop up from time to time.

Just run around the island, and you'll occasionally see one, usually with a compliment of cybersoldiers.

Solution 2:

I just got all five brain cages during the mission where you burn the three groups of eggs. Hit the brain cages on the first two dragons protecting their eggs. Escape to the corridor you entered through and use the left wall / barricade to avoid their laser attacks while you take them out. Once you kill those two, a single dragon will respawn next to the eggs on your left. It's even sleeping! Wake it up by destroying its brain cage and run back to the corridor. Kill the third dragon and a fourth appears. This time just destroy the brain cage and finish burning the eggs (which is easier now with just one dragon to evade.) When you get to the elevator, another dragon comes after you with a fifth brain cage. You know what to do...

It's a little tough killing three dragons without the benefit of replenishing your sniper ammo in-between, but if you plant mines and C400 on the path before getting their attention, it helps. Make sure to wait until they expose the weak spot on their belly to make better use of your ammo.