I have a pen full of teenagers... no nests, no place to even try to make a nest... 3 days in there and she's begging to go back to her own run just to get away from the teenagers!
Yeah, I'm not surprised! I think you have to keep her in the broody cage -- if you let her out and she goes back to the nesting box, you have to put her right back in the cage and keep her there. You have to be as persistent as she is!
Mine spent two nights and the better part of three days in the cage -- I let her out for a time during day when I blocked entry to the nesting boxes but then when I had to open up for other girls to get into the coop, the broody one made a beeline to nesting box and I would quickly capture her and whisk her back in the cage -- I kept giving her chances to test her, and by third day, after spending majority of time in "jail," she didn't go back to the nesting box when let out in afternoon, but went up on the roost at nightfall -- but it took a lot of monitoring and moving of her for a few days so she didn't get to spend any time in that nest.