Very good advice from beeslave.
First thing I thought after reading small swarm and queen excluder was oh, oh, you may have a virgin queen that needs to mate. You can simply prop open inner cover with a stick or something making sure there is enough room for the queen to get out. Im not positive but I dont think they will leave now because they should already be drawing comb and have stores. If they do leave I would think its because they are unhappy the queen was not able to get out and mate. Either way you need to either inspect for eggs or give queen a way out to mate encase she is a virgin before she is unable to.
Good luck