Without having a necropsy (animal autopsy), there is no way of knowing what may have caused the death. The only thing that you can do is to protect the female from predators, make sure she has a bowl of water nearby so she does not have to leave the nest for any length of time as the eggs will die if she does not continue sitting. Australian Black Swans are southern hemisphere swans, meaning they do not tolerate cold temperatures. If she is not indoors and your temperatures are cold (below 50 degrees F) , you may have to build a temporary shelter for her (approximately 7 feet by 7 feet small shed with adequate ventilation, completely enclosed so predators cannot reach her. The substrate (flooring) needs to be straw or dirt so that she and the young when they hatch do not injure their feet or legs.

The small shed should be free from pests such as rats, snakes and ants. The Regal Swan