I drove off to fetch some spare equipment and returned soon after (this is why it is vital to have good relations with your local beekeeping group - they are very aware of the daft mistakes beginners always make, even when they are just doing what the textbooks instruct!)
We stood the spare nuc next to the swarm, with a couple of the empty frames removed to make room for the bees landing in there. We also bunged up the entrance hole to stop the queen from disappearing out of the bottom of it.
While my wife held the nuc up close beneath the swarm, making sure that that the empty frames didn't slide back into the gap, I gently brushed all the bees down into it. They fell in large clumps, all clinging to each other.
I gently swept a few of the last stragglers in there as well, then we set the nuc down right where it was.
Hopefully the queen landed in there too because then they'll all send out a signal to come and join her there. If she happened to fall away from the box they would soon congregate to where she is instead.
The only thing to do now is to put the crownboard on at an angle, as shown, with the entrance hole still bunged up. Leaving the nuc like this will give them time to gather all the flying bees in the swarm safely together in the nuc.
After about ten minutes it was clear that the swarm was happy to stay there in the nuc, so the queen must be in there after all. We removed the bung in the entrance block and securely replaced the lid.
I came back out about two hours later, at dusk, when all the flying bees would be inside for the night. 
There was no sign of activity so I moved the nuc a few feet away so that it'll be easier to inspect it at the weekend. I'm only expecting this to be a temporary site - we already have the three colonies we want for this year but now we also have three extra nucs of bees as well!There's no way of telling which of our colonies produced this swarm - we'll just have to wait until the weekend to see if we can find out.
