Found the nuc empty this morning and the swarm on a branch on a small apple tree. I didn't want to cut the branch this time so I placed the nuc under it on a barrel and brushed them in. After I got most of the bees off the branch I saw the queen and got her into the box with the brush. She was a nice light colored girl so I hope they stay this time. I found some old drawn comb from a swarm trap I had forgotten about and placed it in the box this time. Hopefully they will stay. I'm leaving the nuc box out until this evening before moving them to the stand. I'll add a branch in front so they have to reorient also.
EVENING UPDATE: Came home this evening to find the box empty and them about 15 feet away. I hived them again. Maybe 3rd time will be the charm as they say. It was almost dark so I doubt they'll leave until morning if they aren't happy with the location. If they leave tomorrow I'll add some brood to see if that will keep them. If that doesn't work they are on their own. It's a really nice looking queen so I'm hoping I can keep her. These are the times I wish I had a queen excluder. If they leave and I can catch them again maybe I'll cage her also along with the brood frame since she's been so easy to find each time and see if that will help. Not much I can do beyond that.
NEXT DAY UPDATE: They stayed this time it looks like. I will give them a week or so before checking the box but they are guarding the entrance and I'm seeing activity in and out.