I have the "missing egg syndrome" here too. Always happens about now - magpies and crows are feeding their young. Found three shells on the floor yesterday - so annoying. Just one shed, where I have no pop hole, and prop the door open. Other sheds and pens, seem unaffected. I have started putting a board over the top of the door, where the magpie must swoop down, and thats stopped it, for now.
They seem to know when the hen starts to cackle to announce she has laid an egg, that its time to swoop down.
I know it is illegal to keep a wild bird caged, but someone I know had a magpie in their field in a cage. I asked why, and she said it was a friends, and he had loaned it to them to be bait to catch the magpie eating ther eggs. It had food and water, and apparantly was tame. Supposedly, it encouraged the other magpies to enter the cage next to it ...