Hi Kevin.
I have a pair of Ocellaris that have shown that behavior a couple times. The female would have her ovipositor down, but no nest, and she absorbed them. I was definitely worried.
This happened twice in a row (within a month period) with the same pair.
Finally, the third time, eggs were laid. I would just give them good quality water, and keep up with good foods. Nature, hopefully, will take course.
Best,
Ilham