Thanx guys! I did what you suggested Babs and that stopped them from going on the roof. Also I put strips of Kleenex like you stated Barbara inside the nest at the bottom. I observed them all weekend and yesterday morning I woke up and noticed a strip of Kleenex hanging outside the nest opening, meaning someone went in and pulled it out.

I kept observing them throughout the day and noticed the female was inside for a long time then she came out and ate food and the male went inside for a while. Then finally for bedtime they both went inside and stood in the whole night.

This morning before going to work I put some more hay and noticed both of them taking it to the nest one by one. I'm so excited I didn't even want to come to work today LOL!!

I also placed a different nest box, bigger and more square but they didn't care for it at all. I'll take new pics and display.
Thank you all for the tips!