... they had a visitor in the form of another Osprey..
After a brief and noisy "air battle" the interloper decided he wasn't welcome.
A quick check with the expert from the Squam Natural Science Center got this email response from Iain MacLeod.
"Very normal. Younger ospreys looking for vacant territories or openings to pair with a bird who has lost a mate will "visit" nests looking for an opening. It can be a daily occurrence. I'm at the nest now and female has already laid her first egg. She is sitting."