I was surprised to not find any answer to this question on the internet already. The only location commonly mentioned is unmarked Hagraven camp north of Markath. That place spawns one Hagraven.
Is there any actual Hagraven nest/cave where I could get the drop those creatures provide?
Actually, there is no such area. Hagravens are surely not common, but can be found in some precise places, other than random encounters.
At the Hagraven nest north of Markath, as you said.
Inside Forsworn Camps there may be a Forsworn Matriarchs (generally a Hagraven, but not for sure). Three named hagravens reside into Forsworn camps:
Drascua - Dead Crone Rock
Melka - Blind Cliff Bastion
Petra - Blind Cliff Bastion
For a list of Forsworn occupied locations you can visit this page
For a list of know named hagravens you can also visit this page
During quests: A Night to Remember - The Blessings of Nature - Blood's Honor (In this quest, Hagravens will be called Glenmoril Witches) - The second quest for the Jarl of Markarth
In each of these quests, the player will encounter one or more hagravens.
Note: If you're willing to spend money, merchants might sell Hagraven's drop. There is an exploit/bug where, if the merchant is not selling what you want, you can kill it and reload the game. In this way, his inventory will reset, giving you the possibility to look for what you precisely want. (Note that this might be fixed depending on the version of your game.)
