Dark-eyed Juncos' Nest Building Troubles

Early spring in my backyard is punctuated by the alarm chips of a pair of Dark-eye Juncos nesting in my pergola.  I even keep my backyard messy to provide materials for their nest building.  I enjoy watching the birds build their nest.  

 A Dark-eyed Junco calling out alarm chips to me last spring.

A Dark-eyed Junco calling out alarm chips to me last spring.

Last summer, we moved our pergola and chopped back the Akebia vine that encased it.  

Their attempts are certainly ambitious with an old hardy fuchsia stem.  I watched them work together to wrench it out of the raised bed.  But will it stay in place?

 Hail surrounds a newly emerging hosta

Hail surrounds a newly emerging hosta

  Primula sieboidii 'Lacy Lady'

Primula sieboidii 'Lacy Lady'

So far, the Dark-eyed Juncos have tried building a nest in three spots and windy rain/hail storms have blow it out. I caught My Pirate picking up the nest and putting it back in place. Part of their nest landed on my primula.  I don't know if the final corner of the pergola will protect the nest from the elements.  

Should I intervene and install a box on the final corner?  Or should I let them move on to a safer spot? I welcome your suggestions.