Any number of causes could be the reason for the cygnets' demise. Cygnets, just like ducklings, goslings and other young are so small that they are readily accessible to predation by mink, egrets, herons, owls, hawks, turtles and other predators. There is also the possibility that there was something wrong with all of the cygnets and they became ill. Once a predator or disease affects one of the little ones, the higher probability that they will all succumb from the same cause as they may not be able to escape.

The only other possibility is that if the cygnets do appear in the next few days, they may have been carried on the mother swan's back and you may not be able to see them. The Regal Swan