Layne's complete description of the behavior of the swarm in refusing the
nice cosy hive he was offering them but returned to the vacum box suggests
that, irrespective of whether they had a queen or not, there was something
wrong with the hive.  I once had a swarm that refused to stay in a hive.  It
wasn't until the second day and several atempts that i remembered that I had
creosoted the floor months earlier.  I quickly changed the floorboard and
they trooped in in the traditional manner.
Chris Slade