I don’t know what is going on with that rooster, especially since you don’t know how old he is. It sounds like he is in with just one hen and she is at least old enough to be laying. How does she respond to his attempts at mating? Does she cooperate, run away, or fight? How long is he on the nest? Does he spend a lot of time in there or just a few minutes? How do they interact when he is not on the nest? Where does he sleep at night?
One possibility is that she is dominant over him and he is trying to hide from her so she won’t beat him up, especially if he is fairly young.
Some roosters will help a hen find a safe place to lay. Although she is already laying, this may be some version of that, especially since they just met.
Many roosters will help a hen raise her chicks. I’ve never seen one help a hen brood eggs but I guess that is possible. They are living animals. You can never be sure what they will do. But to me that behavior sounds like he is hiding in a safe place more than anything else.