Did you try to anchor them with a frame of brood from another hive Blue? So much going on right now I have lost track a bit..
Both cut outs and swarms I try to give them reason to stay. Some brood,maybe an extra drawn comb or two, and syrup... I have not had one abscond yet doing it this way.... I am sure I will eventually hit the stubborn ones like you just did... Bad day when that happens, but like you said, they are not the last waiting in line for a custom condo in Blues bee paradise.