I have cocketiels that are in a cage who sit on eggs .... My Suzi is also very curious with them! She does whine, and paw at their cage. Sometimes even barks ... Well a lot of times barks. the male is nippy , but never hurts her.
I am unsure If I'd leave my yorkie on the Balcony though. That would concern me. More for safety reasons and the temp. I am thinking the Pigeons nest is high enough that it is at a safe distance so that is not a concern. Baby pigeons do not leave the nest for a long time. It's better to keep all your Yorkie's inside together where it's warm and safe
