Wagtail nest

Hi, I have a beautiful wagtail nesting in my logstore. It’s been quite happy feathering it’s nest. We’ve kept our distance but could see it’s little face looking out. I’ve gone out today and all the soft feathery bit is out of the nest and the wagtail has not returned. What could have done this? I’m in the country with lots of wildlife. I don’t think it’s a cat as the nest is still perfect, do other birds attack them? Just interested but also gutted for the little bird! Will it return?