> I am worrying about put all eggs into one basket may hurt myself one day.

I wouldn't worry about having all of your funds in a single brokerage account. Putting all of your funds into a single *stock* would be akin to all your eggs in one basket, and some people might argue that even putting all your eggs into a single *fund* would be similar. (Note though that Fidelity has retirement-year based funds which are actually setup to include many other funds, even though from your point of view it looks like just one fund.)

Given that you've already decided to move your old 401k, your options should be limited to rolling it into your new Fidelity 401k, or roll it into an IRA (somewhere). If you like the Vanguard fund options more than Fidelity, then feel free to open an IRA with them and move your old 401k into that, but I wouldn't open another 401k. Typically 401k fees are slightly higher than IRA fees. But again, I don't think there's any reason to have multiple brokerage firms unless you really like something about that firm. It's not like Fidelity or Vanguard is going to somehow lose your money...