Looks good.
Are they big enough to fit the whole nest in, assuming it doesn't extend too far down the chimney? Depending on what we find, and given Saturday is not looking at being that warm, I was considering just putting the nest in as close to as is as possible. Once there's a warm day and comb can be transfered, or foundation/drawn comb placed in a super above the nest. Just trying to ease the girls into it without disrupting them too much. I suppose the chimney is not that wide anyway and a 5 framer should be about right.
I would not lacquer it at this stage. It does not have enough time to finish outgassing by the time the nest goes into it.
How thick is the plywood?