we had our mixed-breed hens lay in a communal nest in our backyard for about 2 weeks. we didn't know where all the eggs were going, and we suspected ravens (VERY clever birds. we've caught them IN THE COOP robbing eggs, not bothering the flock at ALL!)
my constantly-inebriated uncle wandered...
i've caught neighbors coming in and stealing eggs from time to time, but you say the coop is locked.
my second guess is actually a question. What breeds do you have?