Did you find any swarm or supercede cells? Supercede cells would tell you that your girls are worried about your queen. Three weeks (21) days is the rearing time for bees and is not a lot of time for the hive to establish itself. It will take them some time to move up to the second baox for brood if your queen is doing a good job in the first deep. If the second deep has 6 or 7 frames full of honey (capped or not), it's time to put on a honey super. Then they will have a place to put some more honey and you'll see some movement of brood up to the second deep. It will all work out int he end and congratulations on the swarm capture.
Good luck,