If the chickens are eating the eggs, you will see remnants from it--yolk, egg shells.
If you don't see this, then it could be the chickens are moving the eggs. I've see this happen.
Or they change where they lay.
However, all that being said, egg thief is a viable part of this. I've had this problem as well.
Locks are the best alternative. Good, strong locks will most likely stop the action.
I left a note as well, and then finally we got cameras and you guessed it, we caught the person coming to the
property only to find it had been locked up. Hah!!!
They moved away--out of embarrasment, I think.
Loved it.