There are a few egg shells still there, but in general, Durand will eat the egg shells. Not only does this "clean up" the nest but in doing so she ingests calcium - one way for her body to replenish the calcium it expended when the eggs were produced.
When watching, also notice how Durand now will mostly set up higher on the nest - she has wiggling, squirming beings under her instead of hard, round eggs that don't move. The chicks are unable to regulate their own temperatures at this age so it will be necessary for one of the adults to brood the chicks by setting on/over them to keep them warm. Hopefully, we will see another hatch sometime today!