It is possible, but not likely that the male parent killed the daughter's offspring. The major reason you may not be seeing the cygnets is that they are being hidden in an area away from the parent swans, are with the male parent, are on the mother's back under her wings as mother swans will carry their young on their back while traveling. The only other possibility is that a predator is responsible for their disappearance.

We have seen young swan parents that had no idea how to take care of baby swans the first mating season. By the second season, they become much better parents. Conversely, there are young first time swan parents that immediately get the hang of things and become wonderful parents during their initial nesting season. So, your young swan may have been one of those that had absolutely no idea how to care for the cygnets. The Regal Swan