One resourceful BYC member had a hen go broody in the hollowed base of an old tree in his yard. It was definitely not varmint proof. So, every evening, He'd wait till she'd gone to bed, and he'd go to the tree and seal up the opening in the trunk with hardware cloth held in place with bungee cords. He'd return early AM, and remove hdw. cloth. Dedication to the max, but it kept his hen and her clutch safe till the little family was able to rejoin the flock. I once had 2 ducks go broody in my back yard. As I recall, I made a fence around their nest. Not the safest option for them, but it did the trick.