Hello; The nest building may be sort of a going thru the behavioral motions related to territory. The fish may be trying to establish a territory with a nest in hopes that a mate may swim by at some point, while not fully understanding how it is isolated in a tank.
If what you saw was actually a fry, then this may be a true mystery. I have read of some fish changing sex and also having offspring when in a group of only females. I believe, but am not positive, that these were live bearing fishes and not egg layers. Could the fry be from some other fish in the tank?
I have had fry show up in a QT (quarantine tank) before. I have a practice of siphoning water from a community tank into an empty QT during water changes. There have been fertilized eggs in substrate that hatched in the QT.
Have you added plants or structure from another tank recently? Some species lay sticky eggs.
I suspect that spawning occurs many times in a healthy community tank and that the eggs and fry become snacks.