Why are the siskins breeding in my garden?

I have just seen some very unusual behaviour regarding our siskins. We have a flock of about 13 odd, (we don't know the exact number), and they stay for the winter months and leave for spring so they can raise their offspring
somewhere else.

A male siskin

But, after seeing something today, I doubt that they will leave at all. Our old peanut feeder wasn't being used by the birds, so we put in some fur from our pet rabbit, (we collected it when he was moulting, we didn't just yank it off him!), and we wanted to know if we would get anything taking the fur.

Today, my Mum saw something on the peanut feeder. It was a female siskin, with a bundle of rabbit fur in her mouth. This was a sure sign that they are breeding. But where is their nest? They normally breed in conifer forests, but this siskin is  in a town where, on many maps, is where siskins may overwinter, not breed.

The nearest conifer plantation is 500m away but we don't think they are travelling that far!