I had the same situation when our hen's eggs started hatching. I had been removing the chicks as they hatched to encourage her to stay on the nest. The second morning when I went out to check on her, I found two more chicks, but came up short one egg. I took the 2 chicks into the house and went back out to search some more. I could hear cheaping real close by, but couldn't feel the chick under the hen. I finally discovered that the chick had fallen out of the nest during the night and had crawled inside a cement block opening. The chick is fine now and the hen has all her chicks back.