I think Steve has it right.
Sadly many of the artefacts in this section were unlabelled.
I'm not sure about the egg bit but it seems very plausible. It was in a section with other bags so not a hat John, and some of the bags contained dried moss, possibly for stuffing or protecting something delicate.
You are spot on about the birds feet. They are indeed webbed birds feet combined with depilated seal skin for the rest of the bag.
Which museum was that? I'm going over to Copenhagen later this spring and it looks interesting.