They don't usually lay after dark in my experience, I suppose there could be an exception here and there...
If they don't go inside during the day, yes, they may start making a nest out in the shrubbery somewhere... either watch them, OR, leave them locked in for a few days if you are pretty sure they are laying. Are you hearing bursts of long noisy 'announcement' bawk bawk BaG-GAWKKKKings? That could be them announcing that they just delivered breakfast for you!
Put some decoy round things in the nest boxes and leave them indoors till noon or so, see if they use the nests or a corner of the coop. Otherwise, you'll have to watch them carefully and/or follow them to see if they're setting on a jungle nest.
You can get wooden eggs at hatchery stores, marble eggs, hard golf balls, use plastic easter eggs, but fill them with sand or putty or plaster of paris so they are heavier, or you can mark grocery store eggs and leave a couple out there.... that last can be a little iffy, but it'll work as long as they don't get broken. Of course if they do turn up 'gone' you'll know you have an egg eater too.