I am a bit surprised that they would nest in a tree, as they normally build their nest in dense bushes. But keep a watchful eye on them, and I am sure that you will find the nest.
Hahaha, yes, I call them escape artists, and if you are not ready to snap them as they land, then it is good-bye Maraai. Check the times where and when they appear, and then sit and wait on a chair, as that's the way that I get them.
!BEER