I was able to get this swarm into my catch box, which I left in place for 3 hours until after sundown, and every bee went into the box:
The next morning I dumped them into a nuc with a frame of old drawn comb and 4 frames of foundation. I left the catch box out, and on its side, just to let every last bee exit gracefully.
The following morning, all the bees had left the nuc and gone back into the catch box:
I shook them back into the nuc and put the catch box safely away in the shed, with the doors closed.
The next morning, the bees were all gone.
In hindsight I clearly should have put a frame of open brood in there, but what are the reasons why swarms won't stay hived? You'd think a bunch of homeless bees would love being dropped into a Holiday Inn.