I have noticed that the drones leave (that is come and go) the hive at about 2:30 pm and return at about 5:30 pm. The days have been warm and quite still. I inspected that hive and see no signs of queen cells. Some drones also appear to be harassed by workers on their return. Is this a normal activity of drones?
Yes, they are out in Drone Congregation Areas looking for virgin queens.
They have energy to fly for three hours but are able to top themselves up at any hive.
A colony will have active drones well before it starts making any plans to swarm, so relax about the queen cells but do look regularly
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@Steven33 Yes the drones are lazy beggers and like the afternoon flights - What a life sit round, beg food and go flying in the afternoons
Colonies like their drones though and if you cut drone brood out the bees will replace them.
Drones have free passage from hive to hive too.
According to Jacqueline Freeman " A Song of Increase" drones sing the colony’s history to the baby bees before they emerge 
They might have a life of ease but they are crucially important. They carry the queens genes and even a hopelessly queen-less colony will try to carry on this queen’s genes by raising drones from laying workers. These drones are fertile. The colony will die but live on.
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So much to learn. Thanks.
Seems rather late to be leaving and returning, it is possible that they are on their second trip for the day. I understand they will leave between 9-10am returning 3-4pm. We have a queen breeder here in the mountains who releases his virgins and drones after 4pm so he can keep his strain pure and ensure all the other drones have given up and left the area for the night.
I guess it depends on the temperatures.
I never see drones flying before lunch time here unless it’s really hot