The workers that are harvesting come back to the hive with all sorts of dust. The workers that are nurse bees inspect the dust and tell them "NO! That's concrete dust." Or "Yeah man, that's what I want, show the others where it is." And yes, they will collect portland cement but wont come back to get more.
It's the protein and quality vitamin value they are after. It's either very close to where the hive is or you've a shortage of pollen right now in your area. They are using your feed to nurse brood back at the hive.
Once a brood feed source is found they will come back and in droves. Move your feed station. That might work for awhile. Change to a crumble or pellet so it's not as easy for them to secure the dust. And what I'd do is try to follow them and find where the hive is. If you can secure a wild hive into a wooden hive your way ahead of the game when it comes to beekeeping.
Transferring a hive is somewhat labor intensive and frightening if your not used to working with them but basically what you'd do is cut their comb into shape to fit a langstroth wooden frames. Secure them in place with rubber bands. Make sure you have the queen on one of them and the rest will follow not to mention all the bees still on the comb as your transferring. Any who, you get the idea. For free you get a prospering hive with healthy queen and full of brood and bees. A nuc hive is only five frames to start with. Collecting a wild hive will get you ten or even into a second hive box on top. A very established hive ready to explode in population. You fill the center of hive with bees and comb. Put wazed frames on outsides. So if you fitted 12 frames with wild comb you'd have six in center bottom and six in center of top hive, surrounding that entire thing with waxed frames they will pull out and turn to hive nector and pollen storage. Supers for honey collection go on top of a two hive colony.
AZ I believe has africanized bees in the wild population (I know TX does and even comercial bee boxes purchased are contaminated). They are greatly watered down on the genetic side of things but still pesky to deal with so make sure to wear your gear and strap down pant legs and such. My bees (open breeding carniolian crosses) I only wear gloves for minor inspections unless I'm actually getting serious into the hive then the veil comes on. I did need a smoker when cutting wild comb into frames though.
