Birds nest query

Hi 

 I’ve come home from work to find a nest had  come out of the leylandii hedge . It looks to me like it could be a dunnock or robin nest , what’s concerned me though is the fact the hedge is a very dense hedge so the nest could not  have fallen out  and there was also 1 broken egg which had abit of yolk still on it with no sign of any more , . I’m flummoxed as to why this has happened , I wondered if it could have been a cat but like I said the hedge is very dense I don’t think a cat could get in . Any suggestions 
cheers