Just now I heard many cries of alarm from the peewee and baby blackbirds. I investigated and was surprised to see a young goshawk standing on top of the blackbird cage, looking down at the two brown lumps that had flattened themselves on the floor. The goshawk was reaching through the bars, trying to hook a chick.
I said "AARGHGEDDOWDAVITYABASTARD!" The bird flew off.
The larger of the two blackbirds is laying in the nest in a distressed state; I think the goshawk might have got it through the bars and injured it.
That explains what happened to the poor pigeon, and why Polly did nothing about it.
That's Nature for you.