Quail eggs in Phoenix
Where are you staying?
Yes, Lee Lee's is a very safe bet, they always have them. But, if you can't make it to the southeast valley, the Asian Market at the Chinese Cultural Center at 44th Street north of Van Buren and south of McDowell quite often has them in the egg display case just at the south of the produce section between poultry and the fresh meat counter.
AJ's can have them on occasion, but you will pay MANY more dollars for them.....
Best of luck and enjoy your visit!