I am happy for you that the problem has been solved. Now let us also hope for a good fall flow. I am sure for now you are going to need to feed during the dearth.
Is it possible that the swarm was too large to accept a nuc as a good new home? I have only seen this happen once. The swarm left the box three times. Once given a 10 frame box they stayed. When given the choice a swarm usually chooses a site larger than a nuc. Once they are established with brood the box size does not seem to matter as much as when they are selecting their new home site.