Thank you so much for your replies.
I have since spoken briefly with the person who sold me the nuc. Hers did not make any queen cups, either, so I feel a little better that I didn't do anything blatently wrong. Her suggestion is to give me one of her queens (she has 8 colonies), and this time I won't say no! We plan to hook up for further discussion in the next few days.
I'm confident there were eggs of the right age, nurse bees tending larvae, drone cells and a few drones, pollen and honey stores. Temps dived to below freezing the first 2 nights after I placed the nuc, and I had reduced the entrance to about an inch. After the first 48 hours I saw the first field bees bringing in pollen; until then they had been hanging close to the box. When I inspected at least 4 frames were covered with bees.
So I'm going to guess that as suggested, they simply did not find cells to their liking for drawing out to queen cups. Or maybe their sniffers aren't too great and they didn't notice no queen. Who knows? If there is a percentage rate of success, a lower percentage fails: odds are odds.
It is a learning experience that I asked for, so I have no regrets. I agree about disturbing them as little as possible -- I was very tempted to check again today even though it was cool. Thanks to those who responded for helping me stay calm! There IS a solution, the beek I got the nuc from seems sincerely interested in success, and worst case is I have packages arriving in a couple more weeks and can do a combine, plus I have 25 frames of drawn comb and some stores to give them a boost.
Charlie's suggestion of breaking down cells I've never heard of, nor sc-bee's Larry Connors' book, so there are 2 MORE learning opps in addition to the experience.
Thanks again. I'll post the finals