I observed and recorded some very interesting and for me, new behaviour today, but it still required a massive amount of patience. 

The tiercel on the nest ledge, almost identical to the photo I took 11 days ago. Compare it to the falcon below.

There was silence for almost an hour after I got there this morning but eventually from nearby, there was almost constant calling that went on for 15 minutes or more.  I knew that the one bird had been joined by the other,  I could hear two now.  Almost immediately, I heard the "clucking" call.  Then it was also obvious that they had taken to the air because I heard their clucking from various places above and around me.  I caught sight of them in arial courtship, a magnificent spectacle and the first time that I had witnessed it. They were soaring and interacting at a great height and speed, unfortunately I quickly lost sight of them because they were moving so quickly. Then a while later, I knew that they were nearby again, I could hear them "clucking" away and interacting.  The tiercel was first to visit the ledge at 1308. It had seemed like a long wait in the cold windy conditions but it was really worth it because he is such a marvellous looking bird. Oddly, he perched in exactly the same spot that I have seen him before.  He stayed for a few minutes and then flew off strongly.  Then at 1322 the falcon arrived.  I wasn’t surprised, I was expecting her, but what did surprise me was that she remained in that position for well over 10 minutes, acting very cautiously and remaining motionless. This was a great opportunity to study her carefully.  She is slate blue on the back and I could see that every flight and wing feather was perfect. Each wing covert is barred and edged with a subtle lighter grey.  On the back there are a few feathers here and there that are not as blue as others instead they are brownish.  Eventually she moved in to the hollow and did some digging with her talons. Then after circling around the hollow for a minute or so, she sat quietly in the nest as if incubating.  She remained there for at least 30 minutes and was still there on the nest when I left. Is there an egg?