Did your birds know how to open their cage doors?
Maybe this is the fact?
Or maybe she found another way out.
I've known horses who have known how to open even the most complex
and dogs in kennels who can open the doors.
When i had Fluffy still,
when she was having her babies...
I had separated her and the Mister so she wouldnt
have a third batch(the first two were wanted...),
but i soon learned that the mister had learned how to get out of
his cage without any trace of it whatsoever.
I only learned this becaus ei came home early one day
and they were sleeping together(thats when idecided to have the Mister fixed).
either they were both REALLY cleaver birds and had learned a way to get out
without any signs..
Or somethings going on.
What i would do... Is set up a cage you know for sure a bird cant get out of...
And set it up in the same place and just watch.
It seems all to odd!