As Strewart said the only Stegadon Lord I know of is Mazdamundi on a Stegadon which is all up as a Lord choice or the other special character Tehenhauin Prophet of Sotek, whom in this edition may be upgraded to ride on an engine of the Gods Ancient Steg much the same as an Empire General can take a Griffon as a Mount. Both cases though I would say the wording in the Lizardmen book state are a Lord choice whom is taking a Stegadon/Ancient Stegadon as a mount. Otherwise a Stegadon takes only one Special slot, and an Ancient Stegadon takes a single Rare slot.