AS IMR said they all sound like battery issues and the egg battery though very good in working order, must be seated properly and solid red and let charge the full that means 3 hrs, not flashing red. The green batteries even though they may come partially charged or turn green before the full 4 hrs, leave them by actual timing the full 4 hrs or you may get the results you are getting. Also if you could please videotape what the batteries look like before pulling them out and then document putting into Pleo and let us see what happens with Pleo, that can make a difference and perhaps clue. Sending back the egg to me, or the battery , is a possibility, but it makes more sense to try all the batteries first.
If you send the battery back to me like we discussed, I would document opening it so you can see the actual battery and fully charged and me putting it into one of my Ugobes. The problem is that if the battery fully charged by you before you send it to me and then documented me putting it in one of my Ugobes and It does WORK, then it does not solve your problem, cause obviously, sending another battery is not going to solve the problem unless the battery you send does not work, It is highly unlikely though that both green batteries would not work and the egg battery, which means there is something not making a good connection as I do not think it is the Pleo, as he had the plastic tab and should be brand new, no reason to think it is the Pleo, or he would not have hatched at all.
1. fully charge all batteries making sure they are properly seated and egg battery is run 3 full hours, and goes from flashing red to Solid RED.
2. Video tape if at all possible, ( really really can help us help you..) what each battery in it's charger looks like, and the cable or adapter you are using for batteries.
3. Video putting each battery fully charged, 4 hrs each for green, and 3 hrs for the egg battery being put into the Pleo.
Please try the above so we can eliminate any seen problems. RWM and her Pleo Clan of the Redwoods