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firstly do not disturb them is it you looking or are they in a tank with other fish ??
Cory`s can be a real pain as they go where they want especially if there is food about.
The obvious are they a pair (male and female) its happened where two females will spawn but then eat the eggs , how long is it before the eggs disappear ?? they may not be fertile.
If you read the info in the above link , about water conditions that may help if you have to alter the ph etc of your tank.
Are you sure there is no disturbance ?? silly things like walking past the tank , sudden noise anythink like that , I know that my cat just staring into the tank "Tom and Gerry " style can cause this.
If you do alter the ph do it over a few days, remember that going from 7 to 6 is an increase in acid level of 10 times , so do it slowly !!!! I suspect that this may be the problem you may be out of the correct range , can`t give you the ph as can`t remember it offhand .If your pair are spawning the water is ok for this but may be wrong for egg development ,and fish will recycle eggs EAT THEM if things are not correct. I don`t know if this will help or not ,the other thought is to increase the number of caves even move position so the female has more privacy.