Chewing around the nestbox entrance/hole is very common for many bids that are actively nesting. They are making the nest to their liking and getting more comfortable with it and making it their own. If you get a nestbox with a metal ring for the entrance it cuts down on that chewing.
As to why they are not laying eggs, there could be multiple reasons....
- they may not have mated properly, or you may have two females or two males - are they DNA tested?
- inexperience or not enough time - how long have they been set up for with the nest box?
- How long have they been bonded? Their relationship is also important to consider
- There is much to learna bout breeding birds, and I highly suggest you find a breeder in your area to help guide you and give you some tips.