Have you looked up chill times?
There are several fruit catalogs I get which all mention chill time for fruit. The reason I ask, is that Yellow Egg is grown in zone 5b/6 Southern Ontario. They enjoy more chill time than we do. I'd think that would be the biggest factor.

GGG

I planted Green Gage and Peach plum - both European types, 10 years ago, up here in my hot zone 6 - just north of the TN line. I'm still waiting for the first bloom.
I'd heard that the Gages were slow to come into bearing - and were worth the wait - but I'm beginning to have my doubts about whether they're worth waiting a dozen years for - if the fruits are even able to survive spring frosts, brown rot, or plum curculio if they ever bloom.
GGG may be right about chill hours. If you don't get enough CH, they may grow, but never set blossom buds. I'd check it out before I planted 'em.
Took a quick look at one of my old Lawson's Nursery catalogs - located at Ball Ground, GA; they offered(don't know if they're still in business) Green Gage, and I doubt that they would have offered varieties that didn't work, at least in north GA.

Johnson Nursery in Ellijay is my favorite source for fruit trees locally. They offer one European plum variety, Stanley. I'd like to add a bunch of plum trees to my orchard but I've run out of sunlit space! Gotta go crazy with the chainsaw and get some hickories out of my light first.

Here is a link that might be useful: Johnson Nursery Plums

I remember as a kid there was a small damson type plum out behind the barn that bore a big crop every year and delighted the birds but we tried them and found they had no taste. I suppose they would have been okay for preserves where you add lemon juice and sugar but we never did that. Later in life I planted a damson tree in a low-lying spot in my back yard and it did so-so for a year or two but then one year we had a long rainy spell and that killed it so I do know that it needs good drainage. Right now I have three of the Russian myrobolan plums but would like some Oriental types or their hybrids. I even like the native plums.
Lucky, we are the lucky ones to be the recipients of your always excellent advice. Why don't you write a book? I'll order three advance copies.

Awww..pshaw, Eddie. You make me blush.
I've just managed to kill a bunch of different plants in several different states(AL, TN, MO, KY), and try to save folks some heartache whenever I can, or offer encouragement if it's warranted.

I grew up, as some of you know, over in east-central AL - so y'all and the folks at the Alabama Gardening forum are like homefolks to me.
Grew up picking & eating the native Chickasaw plums(P.angustifolia), and after trying to grow European & Japanese hybrid plums, as well as several other different stonefruits, I'm back to the Chickasaws - the only reliable plum for me - they bloom late enough to avoid spring frosts, fruit heavily, and though the fruits are fairly small, they are tasty, and even though the curculios may damage them some, it's rarely bad enough to render them inedible.
They do sucker like crazy, though - which can be a good or bad thing, depending on your management style.

Not recommended for the Southeast.

Here is a link that might be useful: http://www.walterreeves.com/food_gardening/article.phtml?cat=2&id=206