Firstly
Its pretty obvious you did capture the queen . Otherwise the others would not have signaled that she was in the hive and called the stragglers to come to her .
Secondly they obviously did not like the hive , maybe too close to home or it could be that too many of the bees were still in swarm mode having been outside all night and when they found a new home they went for it .
The only think you could have done was have a queen includer or moved the hive once you had the bees inside ( and closed up

)
Finding the queen can be quite tricky and can lead to damaging the queen or even rejection of the queen so would not have been my first choice of actions .
David
Living in Anjou , France,
For the many not for the few
http://www.permies.com/t/80/31583/projects/Permie-Pennies-France#330873