Yes, it does.
I have looted many of them while doing bestiary. The cave I used is in Nibelor. Once in Nibelor enter in the Sled with 2 hams in the backpack, here:
You will be taken to the eastern side, here:
in which there is a huge Chakoya cave!
PS: This cave is acessible even when Chyllfroest or Iceberg are not active, therefore it is a permanent option for Chakoya hunters :)