We are not exactly sure what may be occurring, but there are a couple of possibilities.
1. The eggs are not viable and the swans are making a new nest for more eggs.
2. The swans are both females and they are laying infertile eggs. The second female may need to lay some eggs and she is building her own nest for this purpose.
We hope that this information is of benefit. Let us know if any of the eggs hatch out. The Regal Swan « Hide