My finches had two babies back in August that are thriving. Recently one chick hatched from another set of 4 eggs. A week later after I had seen it and hear it chirp, it was gone. The parents seemed to be just as perplexed as me. I looked everywhere to see if it had been tossed, looked for body parts,..found nothing. Could the older babies have done something? Should I be looking for a rodent or snake in the house? VERY upset and perplexed.
It has been my experience that something, any number of things, can go wrong when there are juveniles and newborns in the same breeding cage. I think sometimes the parents get too stressed or just can't quite control their situation. I doubt that you need to worry about a snake or a rodent. They would have done a lot more damage and not just eaten a chick and left. My best guess is that the chick was tossed all the way out of the cage and you will find it on the floor near the cage or that it died in the nest and has been buried deeper down than you can see.
Hope this helps, Jeanie