What happened to unhatched birds egg

For the last few weeks I’ve had the privilege of watching a small bird lay eggs and rear its young at eye level right outside my kitchen window – peeking through a small hole. The bird originally laid three eggs, two of which hatched into chicks, which yesterday flew off. There was no evidence of the third egg, though, either in the abandoned nest or on the ground. Any ideas as to what the mother would have done with the, presumably, un-hatched egg?

Speculation, but perhaps the third egg fell victim to a predator of some sort, such as a snake or larger bird.