What kind of wrens are they, and where are you?
Some of them like enclosed spaces.
http://www.birdhouses101.com/House-Wren-mating.asp
I’m in Western Pa....just above Pittsburg south of Erie.
After reading your link I can say I’ve seen and heard a lot of that written.......also I checked and there is indeed a second nest up in the corner of the awning.... maybe the one that keeps falling is the fake nest? I can’t see the other one, just the edges.
This could be Sparrows out there.I have to pay better attention as they all look alike..but the male is brighter with cinnamon on his back...very nice looking.