Wedgwood managed to burrow under the little bit of hay there was on the third level. Not sure how she managed that - I'd have thought that a few strands like that would just get pushed around.
She thought she was well hidden until I tried to get an overhead shot and caused a pig panic. Sorry, Wedg.
Later I found her in the tunnel. Covers her a lot better, although I could find her easily enough. That tunnel is a favorite, more than any of the cozies. If it's in the cage, she's usually in it.