How long and to what extent will chickens play at laying before actually laying?

Greetings, I am a first time urban backyard chicken keeper. Raised my girls from one day old. They should be laying soon. I have two nest boxes ready for my four girls. They are all just over 19 weeks old, looking like proper young ladies. The nests are clean, bedded with pine shavings, and they each have an encouraging wood egg balanced in the middle. My girls are in an enclosed coop and do not free range. I know the boxes have seen absolutely no action. OK, so yesterday afternoon I was cleaning the poop in the hen house, and Eleanor popped in to say hi. I know she will be my first to lay, it is in her genes. She goes right for the nest box, gives the wood egg a little peck, and then hops in and kicks around a bit. She does this a few times. It was the highlight of my day. Today, late morning I go out to say hi to the girls and Eleanor is in the hen house, silent. I can't see her & don't want to bug her. After a while I hear a little plop sound, totally like an egg dropping into the box. Then silence again. Then, huge announcement! Grand fanfare announcing herself at the hen house door! Proudly marching down the ramp. I was so excited, I treated them with some oats and worms. When they were all fully engrossed in their celebratory feast, I checked the boxes. Nothing. Nada nunca. I searched the whole hen house, absolutely nothing. I mean, she was in there for sure, getting comfy and all, but no egg. No sign of anything, no shells or wetness anywhere. So, BackYardChickens, what gives? Is this normal behavior as she gets ready to lay? Could she have eaten her egg? If she did it was silent. Thanks in advance for your input!