Could it indeed been an afterswarm & the virgin queen went out in her mating flight & got snatched by a bird or other mishap? You did collect the swarm trap in early morn or late eve so as to grab all the colony?
I have been havin luck w/ swarm lure traps made out of tossed out styro coolers I converted to top bar swarm lure traps. I didn't always use lemon grass but always had melted bees wax on the top bars comb guides & wax painted in front & inner entrance. Got 3 styro traps w/ bees so far & need to build more.
Am trying trap out in few weeks & will place 3 swarm lure traps in area to lure the queen as she usually absconds.
Good luck on finding the queen but merge w/ a hive that has less workers if w/o her highness.