where is the option or how do I install the control VM for a multisite ESG Egress?
The blog and linked design guide should help you out - NSX-V: Multi-site Options and Cross-VC NSX Design Guide - The Network Virtualization Blog
Universal Controller Cluster (UCC) has direct association with Primary NSX Manager. Primary NSX manager is responsible for deploying Controller cluster.
UCC get deployed in the vCenter inventory which resgiter with Primary NSX Manager.
For more details information regarding any Cross-vCenter Deployment, Please see the link below,
NSX-V Multi-site Options and Cross-VC NSX Design Guide