Have you ever seen a purple martin build it's own nest?

All the research I have done states that purple martins only nest in prefab spaces (gords, martin houses, holes that woodpeckers drilled, etc) I have a pair of purple martins that keep flying into the cubby hole around my front door. I have knocked down several mud clods that i thought were going to be dirt dobber nests, however I wonder now if the martins are building a nest. The mud clods are back and bigger and not quite organized enough to be dirt dobber. Besides that, I can't figure out what the martins are doing in the cubby hole if not building. Has anyone ever seen them build their own nest?