As the others have said, it is very hard to deal with nature in the wild. I agree that the initial pierced eggs sound like a House Wren I had that experience twice last year and saw it once. The second egg removal sounds like the new male might have done it. I also had that happen last year after the male lost his first female. I never saw them removing the 4 eggs but they were gone and she started laying a new brood. That was the one the wren got. I took the box down, cleaned it out and put it aside until this spring. I didn’t have this forum and the information about the wren guard last year that I could have used to keep the box up.
David
Stafford, VA