IIRC, they are at least three, perhaps four. One of them is right on the way from the city to Deyja: go from the city to the "top" point of the way to Deyja, if the way starts going down then you are too far. If you find a lamp there, then search for the rest of them. If you find nothing, then there are no lamps in Erathia.I don't know when exactly the lamps are in Erathia. IMO, the lamps belong to the "random gifts" which occur sometimes in MM7 and MM8. Let us see MM7:
- Harmondale: Sometimes, you can find several Elven Bows, moonstones, mushrooms and mercuries in the town.
- Barrow Downs: Sometimes, you can find Erudine Ore there.
- Erathia: the lamps and also several extra pieces of Erudine Ore (either both or none of them).
For completness, MM8:
- Ironsand Desert and Murmurwoods: Sometimes, you can find bags of extra ingredients there.
When the "random gift" is given to you is a mystery. It should be a remarkable deed if someone would be able to make the events clear.