Do willie wagtails protect a tree after their young has disappeared from?

The baby willy wagtails have grown for about 2 weeks, I've been watching them everyday. The nest was there when i went to bed, but when i woke up the nest has completely disappeared, there are no feathers around it, nor the nest. There is no trace of the babies. Is it possible that they learnt to fly in a couple of hours? There has also been cats around, so maybe one took the nest last night, but there wasn't a feather near by at all. I'm so confused. So pretty much, Do willie Wagtails protect their tree even if the young has died? if not, that means they're still alive