Do you have predators in or near your pond such as raccoons, coyotes, fox, mink, otters, snapping turtles, alligators, etc., or domestic predators such as dogs. Any of these animals could have killed the cygnet or seriously injured it before it died. Were there any signs of trauma to the cygnet? If this was a predator in your pond, it would be a good reason for the swans to escape to the neighboring pond and not want to return to your pond. Could a human have chased or carried the swans to the other pond?
If the swans had to walk to the neighboring pond, they may have been attacked while crossing and know it is safer to stay in the water.
Another consideration would be that you live in a state where wildlife officials or their solicited volunteers go into lakes and ponds and kill the Mute swans. They have been doing this for decades under the permission of federal, state and local lawmakers in order to introduce the larger Trumpeter swans for Trophy waterfowl hunting (all at taxpayer expense). If this is the case, soon your swans may be eradicated.
Did something change in your pond? Was there construction in or near your pond? Was there an algae outbreak, lowering of water, or other disturbance that could affect water quality or food resources?
We know we are asking more questions than providing you answers, but the cause for the swans to leave must be addressed before the potential for the swans to return is considered. If something has changed or a predator is present, the swans will only return when they feel they are safe once again. The Regal Swan