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Buddhist teachings seem to speak in the negative, so I'll say that the answer is when is a fertilized egg not sentient.
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Pigeon egg has life in it.
If it would have no life, then how would life come out of it? It would be impossible.
If it would have no life, then how would "no life" be transformed into "life"? It would be like making "something" out of "nothing". That would be impossible. How could you make something from nothing? How could life be made from nothing? It would be impossible. Thus, egg has life in it.
If egg has life in it, then what created "life" in the egg? It would be like having "something" without creating this "something". It would be like having an effect without a cause. That would be impossible. How could something exist without a cause? How could life exist without a cause? It would be impossible. Thus, egg has life in it and this life has a cause.
If life in the egg has a cause, then what created the cause? What created the cause of the cause? What created the cause of the cause of the cause? Etc.? It would be like having an infinite chain of causes-effects leading to the final effect which is life in the egg. If the final effect is the product of an infinite chain of causes-effects, how could the final effect which is life in the egg even happen? It would be impossible for that effect to happen. It would be like having infinite causes-effects in a row, and even if a cause in a row would trigger the chain of causes-effects, the chain reaction would never reach the effect you're observing which is life in the egg, thus life in the egg would never be created. Thus, egg has no life in it.
If it has no life, then how would life come out of it? It would be impossible. Thus, egg has life in it.
If it has life, then how would life come into the egg without a cause? It would be impossible. Thus, life in the egg has a cause.
If it has a cause, then how would life come into the egg? It would be impossible, due to the infinite chain of causes-effects never reaching the final effect which is life in the egg, thus life in the egg would never be created. Thus, egg has no life in it.
Thus, we see, that egg has both life in it and no life in it at the same time. How could egg have life in it and not have life in it at the same time? It would be impossible. It either has life in it or it doesn't have life in it. It can either be one or the other, but not both at the same time. Having both would be impossible. Nonetheless, egg has both at the same time. Thus, if having both is impossible, the only remaining option is that egg has none. Thus, egg neither has life nor no life in it.
In spite of the egg neither having life nor no life in it, life comes out of it. How could life come out of "neither life nor no life"? That would be impossible. Thus it follows, that egg "neither has life in it nor no life in it" but has "something else" in it from which life comes out of it. Searching for "something else" in the egg and following the above logic of searching for life in the egg, we would again conclude that egg neither has "something else" in it nor has not "something else" in it, thus we would come to the same conclusion as above when asking if egg has life in it: egg neither has life in it nor no life in it.
Whatever we would search inside the egg, we would always come to the same conclusion: "that" which was searched in the egg neither "exists" nor "does not exist" -> "egg neither has life in it nor no life in it nor "something else" in it nor not "something else" in it nor anything in it nor nothing in it". Let's call this Emptiness of the egg, as whatever we search in the egg, we always come to the conclusion that what was searched in the egg neither exists nor does not exist.
In spite of everything in the egg neither existing nor not existing, life is created in it. Thus, creation of life in the egg must have a cause.
Thus egg neither has life in it nor no life in it, but whatever is created in it is not without a cause.
In the same way as egg has Emptiness, whatever is created by the egg or anything else will have Emptiness too. Thus, everything that exists is Emptiness, but whatever exists does not exist without a cause.
Thus egg neither has life in it nor no life in it, but when life is created in it is not created without a cause. The chicken that comes out of the egg neither exists nor does not exist, but her consciousness does exist with a cause. In the same way consciousness of the chicken neither exists nor does not exist, but exists with a cause. Thus, everything that exists is Emptiness, but whatever exists does not exist without a cause.
It is up to you to determine what is that Emptiness in the egg ... is it life or not life? Is it a sentient being or not a sentient being? If you say it's life or a sentient being, you would be wrong, because it would contradict the Emptiness. If you say it's not life nor a sentient being but it's something else, it would be again wrong because it would contradict Emptiness. If you say it's nothing, it would be again wrong because it would contradict Emptiness. If you say it's Emptiness, it would be again wrong because it would contradict the existence of that which you called Emptiness. If you say it's ignorance of Emptiness, you would be right. Whatever you see in that Emptiness in the egg, it is up to you to decide how will you act upon that ignorance of Emptiness in the egg.
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According to Mahayana Sutras, eggs have lives. Buddha concluded, there're four types of birthing: fetus, egg, humidity (濕生, not sure what's the correct etymology, it means born by wetness sort of, like bacteria that kind of life-form), and manifesting (化生, without parents or any media, just appear, like the life-form in Naraka/hell).
Buddha taught, egg-born is caused by thought. It follows that an egg is the thought baby of the pigeon, I think. If the egg is eaten, it's like you're eating the baby of the mother-pigeon...!
Some reports claim that hens can lay fertilized eggs without mating, it's a bit puzzling...
Should we consider eggs are sentient beings? It's another puzzle, depends on how to define "sentient being".
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The Birth & Growth of a Being
"Monks, the descent of the embryo occurs with the union of three things. There is the case where there is no union of the mother & father, the mother is not in her season, and a gandhabba [8] is not present, nor is there a descent of an embryo. There is the case where there is a union of the mother & father, and the mother is in her season, but a gandhabba is not present, nor is there a descent of an embryo. But when there is a union of the mother & father, the mother is in her season, and a gandhabba is present, then with this union of three things the descent of the embryo occurs.
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Breath, and those interested (in possible release),
when ever there is the knowledge or assumption, that "living being", it would require to accept the destruction of life, if then (not knowing as it is) take on to destruct, call for it, or accept.
To tend to one speculation requires to deny the other possibility, once arosen.
Once such a serious thought of "it could be..." is arosen, it would be unskillful to simply deny it unproved and act on it. It falls then quick under what is called "deliberate" act.
Even if it would then show that there was no life in it, "luckily", the acceptance before, is unskillful kamma, yet not a break of precept.
So the wise way is always, if in doubt, to handle it as if, and not to deny it out of certain personal reasons, at least most unskillful.
"Please" be clear that intention is something very close to the act it self and not a far purpose.
One literary sample would be the burning down of a forest, jet accepting even if humans are inside, that they would die, as one story where a monk caused a downfall - transgression. (See Pārājika discussion)
To tell somebody "there is no life in it" without directly knowing, would transgress (aside of possible purpose to even have something killed) the precept of "speaking what is not true".
At least, in regard of the question: the modern and by certain sects used "sentient" is not a messure, since such leads to all kind of speculations. "Living", in what ever way and state is to be taken as messure.
If knowing even this that fertlized... If not knowing that it died, it is to be assumed. Eggs have possible life in it. That is something seen and known, for the most, yet not an inherent knowledge of everyone at the same time.
[Note: This is a gift of Dhamma, not meant for commercial purpose or other low wordily gains by means of trade and exchange.]