When I bred some lady birds a while ago, I observed that adult beetles sometimes eat the eggs, especially if there are a lot beetles and only sugar water to eat. Furthermore the larvae is known to be cannibalistic. And is it all the same species or do you have several species in one box? Some lady bugs are known to eat the eggs of other species.
This is of same species i.e C.septumpunctata, and there were only two lady bird beetles in the cage, also 60 aphids and artificial diet were provided to them.
Nutritive cost of intraguild predation on eggs of Coccinella septempunctata and Adalia
bipunctata (Coleoptera: Coccinellidae); 2000; Hemptinne et al.
Egg Predation by the Introduced Lady Beetle, Coccinella septempunctata (Coleoptera: Coccinellidae), Lowers Mortality but Raises Relative Risk for the Native Lady Beetle, Coccinella novemnotata; 2015, Turnipseed et al.
If that fails, my second guess would be that there are other predators. Earwigs, spiders, cockroaches, syrphid larvae, and ants would be prime suspects.
Predatory insects consume often their own eggs (oophagy) and larvae. This kind of cannibalism is a frequent phenomenon. I have reared lacewings they did the same. I have observed as lacewing females were eating their eggs directly on the surface of their vulva. I remember that Jean-Louis Hemptinne wrote an article on cannibalism of Adalia bipunctata and the self-regulation how to control this behaviour.
Intraguild egg cannibalism is an important strategy amongst aphidophagous ladybugs in field, mainly for neonates. When reared in cages in a condition of limited amounts of food, space, including air quality (even under optimum values of humidity and temperature this environment is different from the field) egg cannibalism by adults could occur as a result of stress of the adult insects.
Lady bird beetle is predaceous and so if no preys were provided for it in the cage, it might have become cannibalistic by feeding on its eggs. This is probably what happened to the eggs.