It certainly sounds like they have swarmed. Unless you inspect the brood boxes weekly, it is very hard to catch a sneaky swarm event. Not very practical for most people, but that is what you need to do to stay on top of the colony.
I have a couple of very detailed leaflets for you to read. One of the files is quite big, so you may need to be patient while it downloads. They will give you a lot more knowledge and management suggestions than most people have time to type on the forum. You may find them intimidating at first (I did, and I have over 30 years’ beekeeping experience), but don’t let that put you off. Just keep reading and re-reading, and eventually the main concepts will sink in.
http://www.wbka.com/wp-content/uploads/2015/04/wbka-booklet-english-PDF.pdf
http://www.wbka.com/wp-content/uploads/2015/02/Swarm-Control-Wally-Shaw.pdf
http://www.wbka.com/wp-content/uploads/2015/04/a006howtodealwithacolonythatisre-queeningitself.pdf