I think I may be one of the lucky ones here on this forum, but the majority of my females use the nest boxes inside their coop to lay eggs. I had one pesky little girl determined to have babies, but since she was on the bottom of the pecking order, was not allowed by the other females to lay inside. We managed to find her nest out in the woods twice this summer, and when we did, we got rid of all the eggs & destroyed the nest so she couldn't lay there anymore. Unfortunately, we weren't so lucky the third time. When we finally figured out where she was, it was too late - something had gotten her during the previous night.
On the plus side, my females that laid inside their coop successfully hatched out 12 babies by themselves a few weeks ago. So yes, in my humble opinion, if you don't want to lose your females to predators, build those nest boxes inside and encourage them to lay their eggs in them. To get them started, any eggs I found laying around went inside a nest box, & before I knew it, they just thought that was the correct place to lay them.