Most breeders have experienced this let down at one time or another. A doe who either has a nestbox, or no nestbox starts making a nest and pulling out fur from the chest and belly, but there are no babies (whether she was ever bred or not.)
A good way not to run into this is to check for babies by palpating the doe. This is done by squeezing her belly, not too hard but to feel around. If you feel lots of small marble like bits early on, the doe is probably pregnant. Also most does tend to gain some weight, get a bit potbelly like and eat more, but this isn’t always the case either. Palpation can first be done 10 days after breeding by some pros. Check and feel around towards the end of the pregnancy, you can feel the babies moving around and kicking. Remember to use your fingertips and be as gently as possible.