A blue jay ate the baby wrens.
We have put wren houses in our back yard and by our front porch.
Often we see a female wren sizing up the homes for a future nesting. They may go into the wren houses and stay a short time.
A local bird watcher neighbor said it was due to all the Western Scrub Blue Jays in our back yard, hers and our neighbors’, nesting and looking for close food for their babies. A pair of peregrine falcons nest in her side yard and other baby birds and squirrels are everyday edible staples for the young/baby falcons. We often find a young squirrel’s tail that was a left over.
A couple years ago I lost a last chickadee fledgling to a Blue Jay. I took care of the problem by putting a new front on the nest box with a smaller hole. It's small enough that the house sparrows can't get in either......