No queen would be good for a few stragglers, best to buy a package or wait for a new swarm. A swarm wouldn't build queen cell right away. Sometimes when a swarm is hived, some people
lock them up with a screen for a couple of day's...I never do.
Have you checked all your trees to see if the swarm settled somewhere?

Thanks Konrad for the response.
Yes, checked around. Even watched water sources and followed bees flight path... couldn't find them anywhere close.
From what I've gathered, the Q must have been killed or injured in the move.
What should I do with the brood comb I put in the frames? Just take the wax and call it a day?

No problem..not sure what you mean by brood comb in the frames.
Most likely the queen didn't lay in the 3 day's, if she did then most likely bees would have stayed put. Did the bees build up a little on the foundation?

I just took a swarm down late in the evening, actually I wasn't thinking for swarm but when checking my two hives a swarm was only about 3 feet away in a small cherry tree,.. couldn't miss it. I find taking them down late evening in low ligth they will stay put...at least over night, I never had one taking off after,....some pictures.

{{gwi:431533}}

A knock on that branch,.. that's it...that was easy.

{{gwi:431534}}

24 Hours after...
{{gwi:431536}}

I hived them in older combs with crystallized honey, you can see they have cleaned out allot of it, some frames they filled
with new honey already, it's amazing how swarm bees are determent to work very hard,...I love swarms.